They do this for several reasons:
1) There lender knows the project, the comps, and the situation with that development.
2) They can make sure you a qualified buyer. Just because buyers have a pre-qual doesn't always mean they are properly qualified and may fall out of escrow during the process.
3) The developer has more control of the transaction and when your going to close
4) The developer may have a joint venture with the lender where some sort of compensation is paid back the the developer.
Bottom line is as long as the developers lender is competitive with other lenders you have shopped you should be fine using their preferred lender. Just make sure you have a good realtor representing you and your interests.