Because it isn't technically a supported solution, more of a work around. Games will not boot from an SD card in the Wii U, with a cheap adapter people have said the Wii U recognizes it as HDD unit of some sort but I still would go with what Nintendo suggests to use. If you ever run into problems technically and need support from Nintendo, I don't think they would be as helpful knowing you didn't follow suggested guidelines.
I get what you're saying. I'll play around with it for a while. I've already played a few titles from it, and the games are saving just fine. So far, so good.