I think it's a psychological thing. Human beings generally don't like being constrained and that's exactly what rules do. I can think of a number of reasons why humans hate rules, some of them include;
1. Rules hinder creativity
2. Rules generally only favour the people that set them not other people
3. Rules may clash with people's personal beliefs
4. People sometimes feel like they shouldn't be told how to behave
5. Some rules cause more harm than good on the long run
5. Some rules don't agree with people's culture
6. Rules are too rigid