There's always a risk of JavaScript breaking out of the sandbox and crap like that. Browser vendors do their best to protect against things like that but security is often a trade-off for speed and people like fast software, not to mention browsers are huge and complex and they're going to have vulnerabilities. A browser's whole job is to execute remote untrusted code, do you trust it that much to be flawless?
...... I mean, I don't but I use it anyway so ¯\(ツ)/¯