I can't speak for other groups, but I can speak for FOOLS. I'm not one for arbitrary rules myself, however this one has a reasonable purpose which sometimes isn't immediately obvious.
First, just knowing how to pick a lock doesn't make one a locksmith. If a beginner is unaware of what they are getting into they can cause damage and then the person they are "helping" has to hire a real locksmith to do the repair work. Albeit, 90% of the time this will not happen, but eventually you WILL break a lock by picking or manipulating it. It's knowing how to recover after that happens that counts.
Second, some states have laws where doing for-profit locksmithing without being licensed or working for a licensed company is a criminal act (this is separate from the issue of possession of picks being illegal). The idea is to protect the public from sloppy/faulty workmanship, however the side effect is it justifies ALOA staying in business and being the top dog in locksmithing associations (it looks like they penned most of the laws which are in effect in the US).
Third, this type of rule will protect members from accidentally "helping" a real criminal. It's easy to get caught up in the thought of helping a stranger get back into their car or house and forget to check if they really should be getting this access. In addition, occasionally at LPvillages at various hacker cons you will get people asking for help getting back into their cars and the like. Just don't take the chance, refer them to a real locksmith. All of the above reasons could happen to you, leaving you in a mess having to explain to the authority what happened, or worse.
Of course, you can help your friends and family out and there's nothing wrong with that (sometimes called the six-pack lockout). If you know you can trust them then it's cool (both that they need access and that they won't sue you if you break something).
I hope this helps.
-dosman