Maybe so other people can't change it later, in case of inside bribe? I don't know. Maybe it'll get smudgy somehow.. iether the marker's hand or the marks.
Aren't you're supposed to use pencil diagrams?
I prefer maths in pencil a lot more than pens too...how many times have you done half a page of a proof, then realise there's an error in line 2 so you need to scribble all of it out and start again.
you can actually write in pencil if you wish, the only reason they want you to write in pen is security reasons, and legibility i guess.
they think that 'people' could rub your answers out or something, ie. markers.