It's probably to avoid limbo. One enters limbo if they die in a dream while being heavily sedated in reality. One other concept to grasp here is that when a higher level dreamer cuts out the dream, the lower level starts collapsing/the other dreamers in lower level might get killed by projections. The second part of this concept is however, my own one.
Let's say we are in second level. If one among the dreamer dies while dreaming, he/she gets the kick to the higher level (and goes to first level). But the people who are still dreaming will experience (in second level) things such as the dream collapsing, and also may be the projections (of the dreamer who exited) trying to kill them.
When Arthur was killed while Cobb was trying to extract Saito, the dream started collapsing, because Arthur was its architect and he woke up in the higher level. Now, Arthur didn't have his subconscious projections in the dream space in that level, because afterall he is just an architect. The subconscious was Cobb's and Saito's.
This leads to a chain of questions which answer themselves.
Now, if Arthur wasn't the Architect of that dream, or instead Cobb was killed in that level - what would have happened to Mal and Arthur in this dream? Would Mal have tried to kill Arthur because he was the dreamer? Could she/ other projections killed Saito and Arthur instead? Would Mal exist in such a scenario? What would happen to Cobb's subconscious that existed till then in that level? Did the dream start collapsing only because Arthur was the architect and does that mean what you've created only will get destroyed? One thing we should know is that when you see other persons subconscious in your dream, it automatically becomes your subconscious too, but you know that it doesn't belong to you. Does that mean the person's projections still exist and due to the heavy disturbances created by you, the dreamer, the projections will start to kill you too?
Taking into account the possible answer to those questions, let's assume the worst case scenario that even the projections (of the person who exited) would also try to kill the dreamers (who are still dreaming) in this level. However, this wouldn't change my answer.
In the movie, what happened to those people who didn't get the kick as planned? Saito and Cobb - they entered limbo.
And because the dream will collapse and may be the projections might kill you at a lower level, you have to get out of it as soon as possible. So, all of them got their kicks at the same time to ensure no one dies, and to ensure no one enters limbo. At the first level (van ride one), they probably would have kicked Fischer in such a way that he would wake up a little later after they wake up - so that no one doubts anything has happened. We have to assume that they didn't let the security kill them in the first level and they kicked themselves to wake up in the aeroplane, assuming you want to take the ending for reality.
I think that much explanation settles it. Hope that helps!
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