Why would taking my laptop home be encouraged for security reasons?

So here's the TL;DR:

It's easier for you to maintain a watchful eye on the laptop than it is an empty desk other people can access in a large area to either infect it, or walk away with it

It's basically the same reason you don't leave your laptop in a public place:

You don't know who has access to your laptop.

By bringing it home you've guaranteed you know who had access to the laptop. That's a big improvement when it gets compromised. Think of the conversation that would be had:

"What happened during the time your laptop was compromised?"
'I left it unattended on my desk overnight and possible thousand of people could have touched it.'

Or

"What happened during the time your laptop was compromised?"
'I watched a video on Youtube with it and it started acting funny'

The top situation is a 'I left it unattended' and the bottom is a 'We have a direct vector to investigate first as it was being used at the time of infection'. I know I'd always would rather deal with the second situation than the first if I were your IT department. Especially for the following reasons:

1. It was monitored
2. Anyone who could have had access to it must have had personal access to you and where you were
3. Your group of friends who would have access to it would be much smaller than a company(basically anyone who asked, and you'd remember them)

Those three reasons alone are a huge consideration besides the theft deterrent of an unattended laptop and why many companies decide to adopt similar practices.