This causes problems when trying to document your projects using multiple files. First, it means that you have to merge to master before you can actually browse the documentation, which doesn't work well for large projects that have significant changes in branches which require different documentation.
Secondly, it can actually cause issues when you browse your branch's README.md file and then click a link to a sub page. You'd think you're looking at the most recent version of that documentation in that branch, but it actually redirects you to master's version of that file. This means you can be reading outdated documentation and thinking it's up to date, which causes frustration and confusion.