The molecular markers need have an appropriate amount of divergence to resolve the phylogeny at the desired scale. If the markers are too conserved, there will not be enough characters differing between taxa. On the contrary, if the markers are too divergent, the sequences may be somewhat randomized, there may be misleading convergences between distant taxa...
Non-coding regions are usually less constrained than coding regions, so they can accumulate more mutations. This makes them more suitable for studies at small evolutionary scale.