I think that's pretty general at cricket grounds and sporting venues generally. A couple of reasons -
1. If everyone took their own, the club would lose revenue from bar takings
2. It stops people getting tanked up on rocket fuel that they may take in
3. security concerns with taking any liquids into venues.
4. Potential missiles - full bottles / cans
I assume you are talking a 20-20 game, not the 4 day stuff where the crowds are a lot more sedate (still can't take in drinks though)