I found out the following from doing a search:
"When they're going over the scene, they have to leave it exactly as it was left when the crime was committed (well, when the perp left). It allows them to better reconstruct the scene so they can figure out what happened. Plus, like previously mentioned, it helps to catch evidence that might not be seen otherwise. Kind of like why the photographers use flash on their cameras as well.
This means that they can't turn on the lights (as well as with those other reasons), they can't open exterior doors (shouldn't, really), open windows (again, shouldn't) or turn off a television without (well at least someone) first noting that it was on/open/closed/whatever and then why they did this action. Plus, if they wanted to do something like that they would have to do that (for example, open a window) like no one else would open a window. Latex gloves can still smear prints, y'know?
Another reason might be is that they are supposed to be the night shift. Flashlights are essential for night shift folks. Also, they do not want to disturb any fingerprints that may be on the light switch. And some of the flashlights have filters to see some bodily fluids."