2 reasons, turnovers and a lack of forward structure.
Firstly, once a team wins the ball, you want your players to spread and create running options. If you give it back to the opposition, there's little opportunity for accountability on the way back.
Secondly, if you allow the opposition to run the ball out of your forwardline unimpeded, you're mids are sitting ducks. Either they are drawn to the exiting backmen which allows their opponents to recieve the easy ball down field or the're caught in a 2 on 1 situation which inevitably results in a free opposition player. AFL players are trained to utilise a numbers advantage more than any other skill.
It's no conincidence that when our forward line supplies effective defensive pressure, we often win the game.

Got to disagree on the second point to an extent BV, I would argue it's how we structure in midfield that creates the perception of a lack of forward pressure. The more a player is forced to run and carry, the more their options will dry up, and the greater chance there is for a player to run them down.

Yes if you're in the vicinity, you need to chase, harass, and be involved in 50/50 contests, and they do regardless, but if they're in space, you're going to be busting a nut for little gain if the boys up the field aren't covering the options.