I want to be able to check whether the software does anything harmful for me, and to be able to fix it and adapt it to my needs. Proprietary software effectively curtails the possibility of doing that.
Say I am allergic to nuts. Fortunately, when I buy some processed food I can check easily whether it has nuts or not. Now imagine living in a world where food makers sneakily put nuts in their products, in order to "enhance the user experience". And not only that, but they took great efforts to hide this information from the consumers. After all, most people are not allergic, so no big deal here. I would say that this is immoral.