Briefly speaking, it's because the mechanisms for dealing with complex state structures which are either global, or shared between multiple components which are not direct ancestors/ descendents of one another, are really complicated, due to how changes within that state need to be managed and propagated through the component dependency graph.

Spend an hour, a day, or a year (depending on how broad you want your "introduction" to this topic to be) reading the various blogs and docs on state management systems if you want to see how crazy this gets.