They also have a rule that says if you fall down, you must get up immediately "if you are able to do so."
That's a general rule in skating no matter where you are. If you're down on the ice, other skaters are less likely to see you and you could injure someone else or yourself.
It's like that in equestrian sports too. If you fall and there are other riders and horses in the ring with you and you're able to get out of the way...you get out of the way. Mind you, this policy once led to me walking out of a ring with a broken back I didn't realize was broken because hey, I could move, but there you have it.