It defeats the approval process for workflows.
Say we have an approver (manager) and a web editor (worker). Manager tells worker to change a certain webpage, remove the old calendar content and add new calendar content with a different style. So worker checks out the page in the CMS and proceeds to delete the webparts that make up the old calendar, and begis working ont he new calendar layout.
Unbeknownst to them, the current webpage suddenly has NO calendar data because when the web parts that hold that calendar data were deleted from the checked-out webpage, they immediately disappeared off the live website also! The worker steadily rebuilds the webpage and after a couple of hours is ready to have their web work reviewed by their manager. So they Save and SubmitForApproval.
An hour later the manager reads the CMS approval email, takes a look, sees it looks good, and approves the changes, at which point the CMS publishes the content changes out to the live webpage.
Now the live webpage looks good once again, but has been ugly for a few hours. This doesn't sound like a good way to do webpage editing. Better would have been to only remove the deleted web part locally so the Preview option shows it gone but the live site still shows it there, until the page has been published.