If all parameters of $\mathbf{W}$ are the same, all $\partial \mathbf{W}$'s rows would also be same. But why is this bad? Can't I proceed from this?
$$ \mathbf{W}= \begin{pmatrix} a & a & a\\ a & a & a \end{pmatrix} , \frac{\partial L}{\partial \mathbf{W}}= \begin{pmatrix} b & c & d \\ b & c & d \end{pmatrix} $$
After first update,
$$ \begin{aligned} \mathbf W &= \begin{pmatrix} a -b & a-c & a-d \\ a -b & a-c & a-d \end{pmatrix} \\ \mathbf X &= \begin{pmatrix} x_1 & x_2 \end{pmatrix} \\ \mathbf {XW} &= \begin{pmatrix} x_1(a-b) + x_2(a-b) & x_1(a-c) + x_2(a-c) & x_1(a-d) + x_2(a-d) \end{pmatrix} \end{aligned} $$
(Edit)
Belows are example of backpropagation of cross entropy and softmax.
Here $a_1, a_2, a_3$ are input of softmax(=output of last Affine layer)
$y_1=y_2=y_3$ but $t_1,t_2,t_3$ is all zero except one(one-hot encoding).
So $\frac{\partial L}{\partial a_1}, \frac{\partial L}{\partial a_2}, \frac{\partial L}{\partial a_3}$ is not all same and eventually it causes $\mathbf W$ not to have all same elements after first update.