There's a continuity in user experience that native platforms provide that helps people accomplish the tasks they want to do.

Apps on each platform tend to look and behave in a similar fashion. E.g. on iPhone there's a tendency to use Tab bar buttons which are at the bottom. On Android you tend to have off-screen menu buttons and/or the Action Bar at the top.

Whether that's good or bad in terms of UX is a matter for debate but people get used to interacting with their platform in a certain way and it's disruptive to their user experience to suddenly find an app that doesn't follow these conventions.

For example, say you create an iPhone app where the menu buttons were at the top along the lines of an Action Bar you might find it creates a barrier to interacting with that app for a non-Android user.