Someone may have already explained this.
One a square grid, the distance from the center of one square to the center of any adjacent square is not constant. The centers of the squares North, South, East, and West of you are closer to you than the squares to the Northeast. In other words, unlike a Hex grid, it takes more movement to move diagonally than it does to move in straight lines.
The official rule for this is that every other diagonal square counts as two squares. This was a pain in the ass, because it meant A: keeping track of one more thing in combat. Urg. B: you had to keep track of all the diagonals you'd moved, not just sequential ones. So you'd be 6 squares into 12 square movement trying to remember if this was the 3rd diagonal square you'd moved through, or the 4th.
There's a limit to how much you can reasonably be expected to manage in a game, and this was it for us. So for no other reason other than negative conditioning ("we hate this, so we've adapted to not doing it") we don't move more than one diagonal per movement anymore.