Because the policeman asked him to go through the pedestrian gate? Isn't that enough?
Suppose you were riding along Princes St and a policeman asked you to get off and go along on the pavement... isn't that enough? (Or in case that's a bad example, Leith Walk? Melville Drive?)
Why would you want to ride on the road when there's a pavement to walk on anyway?
The man is obviously a complete ass, but I would also be most put out to have to dismount and use a stretch of pavement instead of a perfectly good road, considering that if I'd arrived by car I could have driven in.
I have noticed that the Scottish Government building west entrance, which I sometimes ride past, instructs cyclists to ride in on the pavement even though there's a huge wide entrance (enough for several cars).