Me neither, other than perhaps the outer rim could get scratched? Not sure how though, as the tire itself usually has a bit of an outer bulge past the rim.
Kind of like why its not good to place a battery directly on a concrete floor; I heard this was not good either, that you are supposed to place it on a piece of wood or cardboard between it and the concrete floor. Never understood why.
Maybe the cardboard manufacturers make this stuff up to sell more cardboard?
It is better to keep your mouth closed and let people think you are a fool than to open it and remove all doubt.