@tanguatlay,
There's no specific reason that I know of. It seems to be simply a typographical convention in professional publications.
I have heard one rationalization for it: the purpose of indenting a paragraph is to indicate to the reader that the previous paragraph is complete and a new one is starting. At the beginning of a professional publication, there is no previous paragraph, thus no reason to signal to the reader that a new one is starting, thus no need to indent. But I doubt this is the actual reason why professional publications do not indent the first paragraphs of chapters or sections. I think it's just a typographical convention that publishers have come to like.