What's the reason? For the darkness, I mean...

[Skandis]

From a gameplay perspective:

Spoiler below!

The refinery is the first time the player meets any sort of monster. Although it can't attack you, it works as a decent tutorial. Telling you to remain in the darkness and stay on track seems reasonable then, as lingering around with your lantern out will get you killed in later portions of the game

From a storyline perspective:

Spoiler below!

The apparition was lingering in the refinery for a reason. It's highly unlikely that Alexander just set out his gatherers on patrol for no reason whatsoever. In other words, it's pretty safe to assume that something at least used to go down in the refinery, but perhaps it was moved now that the player walks through it. For instance, there's at least one locked door there. Not having Daniel find some mangles corpses when he hardly knows Alexander makes decent sense.

It also seems like the gatherers aren't the brightest bunch. If Daniel just ran away into some corner and was found by a gatherer without Alexander near him, there's a good chance he'd get seriously hurt.