I *almost* can't blame them. Done improperly - and let's face it, most of us tractor owners aren't trained equipment operators - a swinging load handled improperly can be very dangerous. For example, if you have a load connected to a chain, you may be able to lift and transport it very safely with the bucket pointed down. But curl the bucket (such that the chain or rope hits the cutting edge), the power of the curl can take that load out too far forward, and suddenly tip the tractor over.
That could be explained in a manual, but the "don't do that" statement takes up less room in the book, and provides the ever-required CYA from a legal standpoint. Me? I've got three hooks on my bucket. But I also have some friends that couldn't be trusted to use the loader to pick up dry mulch. :O