Because a majority of people don't set it up correctly. When installing those programs, people see the notice to turn off all running programs and it even mentions Anti-virus's because alot of them scan for reg changes and most programs do them. So they end up causing problems.

I personally don't run any of the anti-virus programs. Never have. And have 3 computers running right now. But have seen plenty of people that do downloads, or click to get an attachment that was in an email that they were sent and have had to help them with correcting all of the problems.