I'm guessing it's because of the process to get people into the ride area. That two step pre-show was designed to acclimate guests to the colder, drier air with drying and cooling rooms. There may be a reason why they can't just bring people in to the ride that way. Also, I'd guess that the ride system is costly to maintain and they're looking to save money everywhere they can. It's a ride few will miss as long as they can go in and see the penguins.