DeepMind's mission is to build AGI. I think it's probably good if they have a buffered lead on all other efforts. That concern probably weighs on decisions about releasing code.

The rationale for why a buffer would be good is described by Demis Hassabis here: https://youtu.be/h0962biiZa4?t=11m24s

...the main points are: there may be safety considerations along the way that are costly. More "capitalistic" organizations may decide to shortcut those costs because of the winner-take-all scenario. DeepMind is at least nominally very committed to safety.

Releasing AlphaGo's source code would probably reduce DeepMind's buffer, which in theory, would also reduce safety.