Cheap complications

Suppose you are ahead a knight and can create complications where it is certain someone will lose a knight, but it is 50-50 whether it will be you or your opponent. Then winning a knight to put you ahead two knights just goes from winning easily to winning more easily, while if your opponent wins the knight he goes from losing badly to even, so he has a lot more to gain. Even if it's not 50-50, if you're winning, you still have a lot more to lose then he does.