Because it can't actually model these complex problems, it really requires awareness from the user regarding what questions should and shouldn't be asked. An LLM can probably tell you how a knight moves, or how to respond to the London System. It probably can't play a full game of chess with you, and will virtually never be able to advise you on the best move given the state of the board. It probably can give you information about big companies that are well-covered in its training data. It probably can't give you good information about most sub-$1b public companies. But, if you ask, it will give a confident answer.
They're a minefield for most people and use cases, because people aren't aware of how wrong they can be, and the errors take effort and knowledge to notice. It's like walking on a glacier and hoping your next step doesn't plunge through the snow and into a deep, hidden crevasse.