Because they don't have any sense of direction or discernment. Religions offer both the comfort and answers that many people are looking for, yet at the same time guides people and tells them what they shouldn't do. "Spiritual" but not religious is dangerous because it seeks to attain the sense of comfort and answers offered by religion WITHOUT the guidance and rules. They become their own judges and discerners. And what happens? They screw up and end up in pain--like a medical student attempting surgery without the guidance of a real surgeon.