In general, this is not a good response for reasons you and other responders already offered.
If it is safe to let them experiment and isn't beyond set and defined rules, once in awhile, don't say anything and let them make the mistake - they learn a lot from this.
If you have given a direction, it is realted to a rule in your househole or a value you hold dear, or safety but you have the time to ask your children if they can think of any reasons themselves (in a respectful, loving, tone of voice not a sarcastic one), do so.
If you have time to explain why, do so.
If a quick decision has to be made and you just need obedience because of safety or trying to catch a bus or something, say, "I'll answer your questions later" and then expect compliance. Make sure you follow up and honestly do discuss the event and how you came to the decision you made, with them.
Once in awhile, they simply don't know enough to understand. If you only rarely answer, "I've just lived longer and know a few things you haven't learned yet", it won't be a make or break, life or death, emotional turmoil creator.