I'm just throwing this out there... I'm sure others will chime in soon and verify or rebut, but I'm thinking because of the possibility of oils and such seeping into the casing and fouling the powder charge or primer.
Quality ammo is pretty much sealed tight, and I have heard in high humidity a light coating and then wiped off with a cloth can help fight case corrosion. And never use a "penetrating oil!"
Bottom line is... when your life is on the line, you don't want to be hearing a click when you expect to hear a bang!
Keep your ammo dry and out of humid environments when storing it and you should have no problems.