All kinds of reasons,
Getting rid of big assets like trains is a little different than the council taking away your rubbish. Rolling stock owners will want to know that their stock is responsibly and sustainably disposed of. So they will care about making sure that it's done in a way that minimises environmental damage and any risk to the health or safety of workers. They'll also expect the scrap yard to dispose of all hazardous materials legally and safely. There are also parts on the train that they don't want the public to obtain so they'll want to confirm that these parts are put beyond use. They're going to expect the yard to be accountable on this and might audit them to make sure it's being done properly.
Because of these conditions they might put a blanket ban on the sale of parts by the yard. Even if they didn't, lots of small requests for parts or components (or worse, letting enthusiasts take what they want) becomes a total headache. It's hard to be accountable for what happens to the waste and ensure that it's responsibly handled if you're selling it on piecemeal to just about anyone.
Selling an enthusiast a couple of seats or a few door handles for £20 is more trouble than it's worth.
You only need watch a couple of TOC social media feeds to know that there are some enthusiasts who natter them just for the location of certain units, so I can only imagine what nattering the TOCs / ROSCOs / Scrappers get for bits of old trains. As you say there may be environmental reasons, it might be the logistics of it, or simply that its not worth their while. What it will not be is someone at a TOC / ROSCO specifically stating that bits should not be sold on to enthusiasts because said companies hate them, that's just a silly RUK conspiracy theory.
Of course we do know that at least one of the scrapping companies has representation on here, or at least is aware of these forums, so whose to say that they aren't now quietly storing up such national treasures as Pacer seats, unit numbers & destination blinds for some future online auction. Just this thread alone might just help up the price. I know I'd be doing it in the light of this....