1. some EFIs are broken in ways that make using private platform keys hard or impossible
2. there are PCIe cards which need option ROMs to be executed (most commonly that dedicated GPUs), this ROMs are not always but often signed by one of the Microsoft Keys and removing it from the trust db will prevent the ROMs from running and lead to all kinds of problems, e.g. not having any video and in turn not being able to undo to EFI setting/disable secure boot. You can make sure the specific ROMs are whitelisted, but then you need to be very very careful about e.g. graphics drivers updating the GPU firmware and similar. And putting the right data in the trust db isn't easy either.