Because they can affect others badly

It's just a matter of principles, this is an educational site, the ranking is the only real metric people have to measure their learning progress, without the ability to measure your skill contests loose all meaning. Cheaters ruin the purpose of the system and make the experience worse for everybody, the board gets full with this kind of posts and people accused of cheating, in turn, flood the board with messages swearing they didn't do it. This wastes a lot time which could be dedicated to make more contests or to improve the site. The world would collapse if everyone was cheating their way in life, it's important to ensure fairness and to promote truthiness inside the community.