Grabbing every single kill when you gank and then taking CS will not give your laner a large advantage in lane. It will give a moderate XP advantage and might result in a better CS lead (but if you're taking CS from the lane, this will be more difficult to achieve).
Best case scenario your laner is already ahead and nothing bad happens. Worst case scenario your laner is in an unfavorable matchup and you're keeping them behind in lane.
Why is this an issue? Lee Sin, Pantheon, and chamions like them have godly early games but tend to be less relevant in the late game because they don't have the same impact as other champions. If you're hoarding kills from your laners you're holding your team back and stalling out a game.
How many times have you seen a Lee Sin go 11/0 by 15 min and then 12/11? How many times have you seen a Lee Sin Q into a teamfight only to get CCed to death and collapsed on? Too many times to count.
You're hurting your team if you play selfishly and take everything. Sure, your KDA might look good for the first 15-20 min of the game, but once teamfighting phase rolls around and you fall off...your allies won't be able to back you up.
EDIT: There is a difference between intentionally stealing a kill and securing a kill.
EDIT 2: I love how everyone is assuming that Lee Sin is going to play perfectly and set up every objective and do everything right.
You know who else can set up objectives and snowball advantages? People in lanes. Grow the fuck up and stop stealing kills to inflate your KDA.