it's not mean for security reason, but safety.
like what tajulsans posted,
This is to prevent you to start the car with the an engaged gear,
Imagine your kids standing at the front of your car waving to you, saying "Bye bye, daddy/mummy, don't forget to come back earlier and so we have dinner tonight ya".
and you start your car with 1st gear engaged, BANG. There goes another sad story. (some driver even have the habit to press the fuel pedal light while starting the car)
1st Generation of Hyundai Coupe already have this.
the draw back is that, you won't able to start your car if the sensor spoiled.