Several things.
- Opsec. It’s very easy to get phished on here because everyone is after “milk”. Using Anon Files, Streamable or other archive services to phish people isn’t very hard if you know what you’re doing. Clicking links on here without a VPN is not a good idea.
- Police. If the police subpoena this site and you don’t want to be implicated.
- Hackers. If the site gets hacked, there’s a high chance people will literally go through as many users as possible to try to dox them.
Personally, I believe it’s good practice to use a VPN all the time regardless of where you are.