Because when you say "Я пошел сестрой" it looks like your sister is a chess-man and you move the piece. When you don't use "c" it implies that a subject manages (via a verb) an object (in instrumental) directly.
Я пошел королем = "I moved the king", like in a chess game
Я ударил по столу рукой = "I hit the table with my hand" (ударил рукой, рукой is instrumental)
Я воспользуюсь карандашом = "I'll use a pencil"
That's why this case is named "instrumental", because an object (in instrumental) implies sort of a tool.
When you use "c" it means that a subject and an object (in instrumental) act together or maybe an object is a part of the subject.