Because it would conduct static electricity from your body into sand-based stuff which can blow up MOS chips.
And it would act like a heat sink. The blue soldapullt ones have a teflon tip which gets a little glunked up over time, of course depending on your technique. You want to see the onset of molten solder before you approach the joint with the tip and keep it away until the solder flows. When you get good with the thing a cycle is pretty fast. Yes you have to recock it after every pull but this gets to be almost an automatic reaction. I usually recock it under a table surface or against my knee. The blue ones generate a considerable vacuum, and they do it super fast.
When you need to clean it, do everything you can to avoid enlarging the orifice at the tip, and store the thing in the uncocked state to keep the spring springy. I'll tell you, I have abused the heck out of mine and it just keeps going. I also, by the way, like the rubber-bulb ones with a (usually black, sometimes red) rubber bulb about the size of an egg. But I would DEFINITELY not choose one of those over one these blue dudes if I had a choice. Do not cheap out. One of these can unsolder a big fat sloppy solder connection like to a lug on an AC switch whoosh! in one shot. And by the way, that's usually all it takes and while it will of course leave the wire through the lug, it will be only microscopically tinned in a cold-solder joint and the wire can generally be broken away from the lug with a small wiggle and just pulled out of the loop with a small screwdriver or a probe. I believe this kind (and the fancy Pace type that Sluckey posted) dump the least amount of heat into the joint, (one of the reasons I don't like wick so much---this is from solid state training) which means wire insulation isn't goobered up, you don't have to yank on a wire you wish to move like a madman and weaken it. Good stuff.