Personally for me, it's because if they land on you they are very easily squished when you're really only intending to shoo them off. They also stink. I live in lovebug territory, so I've built up a pretty strong dislike for the pesky, pain in the rear, totally useless creatures. In the past they've been so heavy at home that when we're outside, they will be in your nose, ears, and if you open it, your mouth.
I remember being in Disney one September when they were particularly heavy and seeing several cars covered in lovebugs sitting in the parking lot all week. Those poor people were in for an unpleasant surprise when they finally went to wash the car off for the drive home. I almost felt that the guards should have warned people, "Hey, you really need to go wash them off".