Because they are able to move. So if using while broken, there is a chance the could move unexpectedly and/or move at an higher than safe speed. They are unsafe to use as just stairs.
To the long list of alternative scenarios and attribution of blame for the 9/11 destruction, one could add elevators. For had elevators never come into being the twin towers would have been utterly impractical in the modern world, and would never have been built in the first place.