There are a number of reason behind this issue... And many of these are related to safety issue as the aircraft is most dangerious during take off/landing...
1) Having window shild open will allow passenger at window seat to look out and see if anything goes wrong with the aircraft on/over/under the wing... As the pilot will not have the sight to do so... So if the passenger spot anything wrong, they can inform the cabin crew right away... So they can have a look and also to inform the captain when necessary...
2) Having the window shild open and light inside the cabin off... This will allow passenger to get use to the light outside, so if anything goes wrong, passenger can get out quickly and can easily get use to the environment outside...