The reason is that power from two different sources can have very different voltage potential on the grounds. Since the audio ground is bonded to the chassis ground of the equipment is bonded to the equipment grounding conductor of the circuit is bonded to to neutral conductor of the supplying transformer, this difference of potential can result in significant current on your audio grounds.
Ah yes.... and here's a PPT slide from one of my NSZ classes that shows how the current flows between two pieces of gear connected by XLR cables. Note that since the current loop includes the XLR cable shield as well as its twisted pair, you don't need to split out the conductors like you need to for an extension cord with both outgoing and return currents that null out the meter readings. Just clamp your ammeter around the XLR cable and you'll be amazed to see how much ground loop current flows at times. Even 100 mA of current can make a lot of powered speakers hum.
I've done enough experiments with my Ground Loop Maker rig to find that current flow between interconnected audio gear is typically around 1 ampere per volt of Ground Loop Differential. So even at a moderate 2 or 3 volt difference between two different "grounds", you'll measure 2 or 3 amps current with a clamp meter around the interconnecting XLR cable. Now if you look inside a lot of audio gear you'll find that Pin 1 doesn't immediately terminate at the chassis as one would expect. Lots of times it's routed though a connector and traces on the circuit board. That trace on the board isn't rated for that level of fault current, and can melt like a fuse. (Ask me how I know this).
I've personally measured 5 volts difference in the ground potential between two sides of a single large warehouse building with an all steel structure. Imagine how many volts potential can exist between two different buildings. And there will be hundreds or even thousands of amperes of current behind this voltage difference, so ALL the voltage drop will occur between your audio gear. See the picture of an IMP2 DI box that got in the middle of a big voltage difference. Thanks, Al Keltz from Whirlwind for sending me the pic.
So don't put your audio gear in the middle of HUGE potential currents and voltages. Pulling all power from a single source is always the best way to eliminate ground loop hum, equipment damage, and most importantly, human injury or death from electric shock.