I think that you should teach your children that when you say "Because I say so", they better believe you, because there is some sort of critical situation and there is no time to explain.

People should generally want an explanation, but not feel entitled to one ... think of situations like rappelling, having your child's hand close to a hot stove or to the power button of your file server. In those cases obedience, blind and trusting, is expected.
As a parent, it is your call to convince your children (by example, and not by words) that you deserve that kind of obedience.

Of course, this is not an excuse for being arbitrary. When there is time and possibility, explanations are better. When the handbrake is about to get loose, explanations lose.