Because they are normally not high enough resolution. This means they will not look sharp and may even pixelate if printed commercially on a litho offset printing press.
You see printing is very unforgiving on images and as such a minimum resolution of 300 dpi is required. This however, would take a lot of memory and slow down the time it took to open a website considerably. Where as, computer monitors are very forgiving on images. This is because a photo is made of light rather than ink. Indeed, website use a photo resolution of 72 dpi. Less than a quarter of what a printed photo needs.
What is more, if you take an 300 dpi A4 photo and double it in size the the dots per square inch halfs. This is because by making it bigger you are stretching the same number of dots per square inch over twice the aria. In other words there is now double the space between each dot. So if you are going to enlarge your photo make sure it is as higher a resolution as you can before you do anything.
Just to make things even more confusing, website photos are saved in the RGB (red, green and blue light) color profile. This is because that is what all screens use to create the colours needed. Where as printing is done using the CMYK (cyan, magenta, yellow and black ink) colour profile. Again, this is because it is how printed photos are created.