Why can't Anne go down to her fathers office to get a pencil?

Anne cannot go downstairs to her father's office to get a pencil because it is not safe.

Anne.  [Pulling out a pasteboard-bound book] A diary! [She throws her arms around her father] I’ve never had a diary. And I’ve always longed for one. [She looks around the room] Pencil, pencil, pencil, pencil. [She starts down the stairs] I’m going down to the office to get a pencil.

Mr. Frank.  Anne! No!

[He goes after her, catching her by the arm and pulling her back.]

Anne.  [Startled] But there’s no one in the building now.

Mr. Frank.  It doesn’t matter. I don’t want you ever to go beyond that door.

Anne.  [Sobered] Never . . . ? Not even at nighttime, when everyone is gone? Or on Sundays? Can’t I go down to listen to the radio?

Mr. Frank.  Never. I am sorry, Anneke. It isn’t safe. No, you must never go beyond that door.