Because you'll lose him in no time. They aren't like a cat or dog that you can call back to you or coax with food. If you aren't paying attention for 2 minutes, he'll be gone and you'll be posting a thread titled "I CAN'T FIND MY SNAKE!!!!!!" If you want to hold him fine, just don't open yourself up to losing him, you'll regret it dearly.
And we're not trying to be mean, or think you're an odd ball for wanting him to hang out with you. We just know how easy it is to lose a snake and don't want you to lose him.