Answer
Since all soldiers are in step, the stepping forces would combined and create a tremendous force that may cause resonance with the bridge and cause it to fall.
Work Step by Step
All soldiers would be marching at the same time, creating a strong, unified, harmonic force. This harmonic force could resonate with the bridge and cause it to collapse. If the forces aren't unified, there are multiple, weaker frequencies that would have a lesser chance of creating resonance with the bridge.
