For many reasons. Nvidia requiring secure boot in this case, which is not available for all distros or kernels on all computers.
The other is requiring a workable kernel module and user space component from Nvidia, which means that as soon as Nvidia deprecates your hardware, you're stuck with legacy drivers, legacy kernels, or both.
Nvidia also has it's own separate userspace stack, meaning it doesn't integrate with the whole DRM & Mesa stack everyone else uses. For the longest time that meant no Wayland support, and it still means you're limited to Gnome only on wayland when using Nvidia AFAIK.
Another issue is switcheable graphics. Since systems with switchable graphics typically combine a Mesa based driver stack (aka everyone but Nvidia, but typically this would be AMD or Intel integrated graphics) with an Nvidia one, it involves swapping out the entire library chain (OpenGL or Vulkan or whatever libraries). This is typically done by using ugly hacks (wrapper scripts using LD_PRELOAD for example) and are prone to failure. Symptoms can be anything as mild as everything running on the integrated graphics, the discrete graphics never sleeping causing poor battery life or high power consumption, to booting to a black screen all or some of the time.
If these things don't bother you or you have no idea what these things mean, or you don't care about them or your hardware lasting more than 3-5y then it probably isn't a big deal to you. But none of the above exist when using Intel, AMD or a mix of those two.
In my experience the past twenty years, proprietary drivers are the root cause of I would say 90% of my issues using Linux.