1. Being able to easily sign up for a dive at an all-inclusive resort makes it seem more 'fine', you get a false sense of security that you will be taken care of.
2. Dive shops tend to be fairly relaxed with checking if someone is properly qualified to go on a particular dive. They barely check your papers or equipment, if at all.
3. You often don't really know what exactly you are getting into until you are in the middle of it. And then it can be too late to bail. Is it safer to abandon a group and attempt to go back and potentially get lost, or go into an environment that looks more dangerous than you expected?
I am a PADI open water diver, but only dive a few times a year, so not too experienced. One time I signed up for a shipwreck dive at an all-inclusive resort. I am usually quite careful, and naively thought it would be fine - we just dive down, go around the wreck and come back up. I rented all equipment, and had to pay extra for a wetsuit - the 'default' was to just go in my swimming trunks. Turned out, on the dive we ended up going inside the wreck through a very narrow passage under it, going through narrow dark corridors surrounded by rusted metal. Touch anything and you get scratched (which I did). Your cables or tank can easily get caught (which it briefly did for me - and since I was the last one in the group it was quite scary seeing the group getting away from me as I tried to catch up). The current around the wreck was quite strong.
Somehow the dive was planned such that there was very little allowance for extra air. I ended up using more air than I suppose was normal, and there would not have been enough to make a normal ascent. I ended up having to use the dive instructor's alt supply for some of the return swim and switch to my own for the safety stop, otherwise I would've run out. It is one thing to practice it, and another to actually have to do it on what was supposed to be a relaxing 'touristy' dive.
On another occasion, a dive instructor took me and my partner (who was on an introductory dive - she doesn't have a license) into a cave, which is also more dangerous than I would've preferred.
These experiences - combined with the general experience of wasting the whole day on a rocky boat breathing diesel fumes for an hour or so of diving - make me reluctant to dive again, unless the sight is particularly picturesque.