Usually at first runners try and just touch the bag and kind of slide past/over it, which has a huge potential for injury when you're running full speed. They start the slide much later. As opposed to other bases, you don't have to slide under a tag; you're just trying to beat the ball. Sliding into 2nd and 3rd you slide much earlier, so your momentum is slowed as you approach the base and try to get under the tag.
It isn't even necessarily even the injury risk that makes it dumb, it's the fact that the runner isn't getting to the base any faster by sliding rather than just running through it.