We're taught that the purpose of ukemi and following is to protect yourself, and to try to keep your options open as long as you can in case nage's technique breaks down and you have an opening. No?
To my mind that is the starting point for sure. Since the prupose of Aikido practice, to my mind, is the study of Connection, the uke wants to stay connected. But the purpose of that is to continue the attack while simultaneaously protetying himself or herself. Breakin ones structure for no reason is bad martial arts and it is also a form of breaking connection. It is also dangerous for the uke because the body doesn't have the ability to absorb much shock when it is not acting as an integrated whole.
There is a lot of more sophisticated stuff going on too... All the same principles which the nage is striving to manifest in his or her technique should be in the ukemi. Uke and nage should not be doing somethig different and very often in Aikido they are. Too often the nage is striving to manifest an understanding of some very sophisticated and complex principles with a partner who acts like a martial arts idiot. Personally, I can't see how that would ever work. There's no way one partner can get to a high level with another partner who is incompetent.
But bottom line is basically what Mary has said. The reason we encourage our ukes not to break connection is that you can't learn to do a technqiue when the uke is breaking the connection. Later on, when the nage gets to a certaihigh level of skill, it is a lot less optional for uke to maintain that connection. He can try to escape or not go but it shouldn't matter at that point.