There are three reasons I can think of:

1. **Noise abatement**  
I know that it is not allowed to fly visual approaches at many european airports due to noise abatement. They prohibit it to avoid aircraft flying over residential areas left and right of the approach path 

2. **Traffic flow**  
At many international airports (e.g. Tokyo) they have to use every second to manage the huge amount of traffic. Lining up the aircraft on an ILS with an assigned speed is the most efficient way.

3. **Practice / Safety**  
There are many airlines which tell their pilots not to do visual approaches. This should enhance safety (stabilized approaches) and keep the pilots well prepared for low visibility operations. Sometimes you even practice autoland in VMC to keep current.