In part this is because of the nature of the businesses, they're borderline and tend to have operators that try to find out just where that border lies in terms of cost savings, outsourcing and the quality of the employees they hire (so slipshod work is the norm rather than the exception, and quite a few operators built scam sites, the employees of which are likely not amongst the most ethical characters to begin with), in part it is because their systems tend to hold juicy data and make very fat targets for hackers, either external or from the ranks of the employees.
If you do use such a service I'd strongly advise you to use only pseudonymous and throw away data and to make sure that if you pay by credit card that you are talking to some highly reputed processor and not to any of the servers operated by the company directly. That's a huge risk (it is a huge risk in any e-commerce environment but with adult the risk is definitely elevated).
Adult companies have done their bit when it comes to innovation, but when it comes to security most of them are well behind the times.