It is a matter of playing percentages. Like Al said, you want to keep your 1st baseman and the middle infielders in prime defensive positions. If the 1b holds the runner on and someone moves to take the throw it opens up more hitting lanes for the batter. The defenders are in there spots for a reason, those are the most likely places for the ball to be hit. You don't want to give your opponents a better chance for a hit.