There is one issue where fences can arise naturally (via evolution), and no one knows why it's there. If your society doesn't even understand evolution yet, are you supposed to just stagnate forever? It's an exploration vs. exploitation tradeoff, and Chesterton's fence is asking for pure exploitation. Probably because societies are pretty fragile, so unless you're really sure something isn't loadbearing, it isn't safe to modify it at scale. But, then again, there's no reason to not experiment on a smaller scale...