Because they don't know better. It's not like we teach "safe consumption" in schools, and so most (particularly young) consumers of all possible kinds of drugs end up with cargo-culted consumption methods. Yes, Erowid etc. exist, but you need to know about that as well.
The correct thing to do would be to have "drug ed" similar to sex ed, but we see with the latter already how fierce political opposition to fact-based education can be, and with drugs it's going to be even worse.