Because it leads you to ending the game and you get auto-kicked into new game plus. I just did it, thinking it would just be an important story moment and accidentally ended the game with several areas left completely unexplored and no way back other than to replay everything I just did. Really left a sour taste in my mouth so that's the end of my journey with the game. But leaving this here as a warning for others.

The reason is that the game has more than just one possible ending.