For several reasons. The main reason is that, if you use them while putting any force behind your attacks, the momentum of the weight continues to pull while your muscles have stopped your limb. The result is a pull on the joints in the limb, and those joints were made to deal with compression, not expansion (in other words, they can handle pressure toward the body, but not away).
You can do the moves slower, but you aren't affecting the muscles that are most used in strikes as much, and the weights are pulling down more than pushing back.
Many doctors suggest against ankle weights for walking, as well. They drag your gait off, and can mess up your hips and back.
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