They misbehave in an unpredictable manner, acting properly sometimes and then, just moments later, introducing garbage into your file. So, it sometimes acts on the ESCape and that which eventually follows, instead of interpreting the complete escape sequence for the arrow key, as was intended.
Many users never have a problem, while others have it all the time.
And some are unfortunate enough to be at the interface, causing the problem to occur intermittently. For example, the AEGs, Suns and DECstations allow it but gain nothing with its use - but they also don't seem to need it either, except when in insert mode, where it still won't fix the arrow keys. Likewise for Silicon Graphics systems, except they won't even allow the command. Fortunately, the method does seem to work fine on the CRAYs, HPs and Alphas. The effect can be a bit disconcerting at first, but it's easy to get used to.