I checked both POH and Maintenance manual: neither explain why.
CAUTION Do not operate with both fuel selector valves in CROSSFEED position. Do not take-off with a fuel selector valve in CROSSFEED position.
B. Fuel Transfer
With an engine running and the fuel selector/shut-off valve set to CROSSFEED the fuel supply and return lines to the related fuel tank are shut-off. The engine fuel pump takes the fuel from the opposite engine fuel tank through the related fuel cross feed line. The fuel returned from the engine is returned to the fuel tank which supplied the fuel.
The unwanted fuel flows back from the engine fuel system through a check valve and the fuel selector/shut-off valve. From the fuel selector/shut-off valve the fuel flows through the related fuel return line and a flexible hose to the fuel cooler. Fuel from the fuel cooler the fuel flows through a flexible hose back into the fuel tank that supplied the fuel.
Interestingly, though (italics are mine):
C. Emergency Operation
In an emergency (for example, an engine failure) you can set the related engine fuel selector/shutoff valve to SHUT-OFF. The fuel selector/shut-off valve has a safety gate to prevent accidental selection of the SHUT-OFF position. You must turn and hold the gate in the open position to set a fuel selector/shut-off to SHUT-OFF. When the engine fuel selector/shut-off valve is set to SHUTOFF no fuel can flow to the related engine. The engine can not run.
The pilot can set the other engine fuel selector/shut-off valve to CROSSFEED and use the fuel from both main fuel tanks to supply the engine which is operating. This maintain a similar fuel level in each main fuel tank.
This last paragraph, and the sentence I put in italics in particular, could indicate that if both engines are set to crossfeed they feed on both taks simultaneously, possibly (and this is speculation on my side) leading to a conflict between the two engines over the fuel and/or possible over/misuse of the feed pumps.
I would like to highlight, though, that this sentence does not seem to correspond to the schematics reported (or shown in the manuals).