Should graduate applicants follow instructions by department NOT to contact potential advisors?
There are multiple practical reasons for not asking you not to contact advisors prior to admission:


Advisors may not know how many RA positions they will have available until later in the year, and departments do not want that to discourage people from applying.
They may have an established procedure for allocating students to research groups; "jumping the gun" would therefore be discouraged.
They don't want undue influence from various faculty members lobbying the admissions committee in support of "their" candidates.


Note that this is also because at many schools—particularly in Europe—individual faculty members are responsible for advertising their open positions. This is not the normal procedure in the US, thereby leading many schools to explicitly state that students should not directly petition individual faculty members.