I'm not the author, but I can imagine one problem I would personally encounter, were this my employer, would be that there is no discrimination policy. So now

I'm not the author, but I can imagine one problem I would personally encounter, were this my employer, would be that there is no discrimination policy. So now you've lied to the speaker. Or you have to write that discrimination policy yourself, pushing it through HR and C-level. And as the author says, that's what they would prefer, if they had all the time and energy in the world - and the sentence "We don't do that here" serves to say "Please don't make me have to write down a rule that says we don't do that here.". It's like seeing a sign "Please don't pee in the washbasins in the 3rd floor mens' room". There's a reason someone had to put down that rule in writing.