Because when u use one its basically like opening the door to the spirit world and saying come on in anybodys welcome. You have no control over what sort of energy comes in through the door. it could be pure evil that comes through the door. Its a spiritual Russsian Roulette.
This is just what I heard from a friend but when you clear the oiuji board(by moving the oracle three times in a circular directyion) before you ask your first question say "No evil or angry spirits are welcome."
I have heard that in some traditions they believe it is a witches power and duty to control demons and give them tasks to help out in everyday life simply to give the demons something to do besides wreak havoc. But myself, I prefer to leave well enuff alone. It never seems to work out well for me.
I personally have nothing against them and actually do own one. I'm also a medium. I know what kind of evil can come through one of those boards and it isn't kind on some occasions. I think people have good reasons to be afraid of those boards if they don't know how to protect themselves properly.