Because it's launched from the earth, and rockets have an unfortunate tendency to blow up at times. That's why the RTG's are designed to re-enter safely even if there's an explosion.
Even after it leaves orbit, the probes loop back to use the Earth for gravitational assist and there's a minuscule chance that it will crash; with odds something like 1:1000000. In the absolute let's-imagine-the-impossible worst case scenario, an additional few thousand people are expected to get cancer.
Summarize that as "but if it crashes into the Earth, thousands of people will die!"