Wow, this is bad advice for any time you're in a hierarchical relationship. Try this with your boss
- I'm not going to do the thing that you asked me to do.
- Why?
- I don't explain my decisions as a matter of principle!
- You're fired.
Similarly if you take this tack with your children or employees you give up any hope of teaching them reasoning abilities or giving them wider context they need to not ask you for things you can't give in future. Ultimately they are likely to come to the conclusion that you are a petty tyrant whose decisions are arbitrary and simply bypass and/or despise you.
Sure, you don't owe the telemarketer an explanation, and you may not owe your relative, but there's a huge class of relationships where not giving explanations is just damaging to you and the people around you.