You would probably find your fish would scatter very quickly and be startled by the light
It's stressful for them being put into a new tank, water conditions, the ride home from the pet store etc. so keeping the light off is a nice way of letting them settle in and calm down before getting them into a lighting schedule you're used to in the tank
I generally make sure the room light I have my tanks in is turned on for a few minutes before I turn the tank light on - it gives them a chance to be alert and aware before turning their light on