While I enjoyed seeing people decorate their balconies at OKW in past years, I can understand Disney wanting to stop the practice. Lighting would add a bit to the resort energy bill, but I doubt that is their major concern. The problem is likely that many guests did not clean up after themselves, leaving housekeeping additional time-consuming work to ready the rooms for the next guest. Imagine if someone had decorated a balcony, and simply left it for the next guest to "enjoy," never considering that the next guest may not appreciate their balcony being decorated, or what if they do not share the same religious beliefs as the previous occupant?
Then there are also some fire/safety concerns. Someone could fall while reaching to attach lights. People do dumb things on vacation.