Because PCers are a bunch of snoopy little pricks that like to report anything fishy to TNT (and TNT are big enough dills to respond to all of their tickets).
The moment they find someone's account and see a UC or RW/VWN pet, they go playing Sherlock.
Caching a side account with bought/illegal pets (from other accounts) will help that, PCers can't backtrack to the pets' original accounts to check if they were inactive or how long the pet's been on the new account.