Because teams when losing, generally stick on extra attacking players. You have to counter that, by either bringing on a defender in place of an attacker, or by dropping the formation deeper. We used to bring on Galinski to strengthen our defence - he made 20 sub appearances in 2013/14! Burgess has been doing that role over the past 6 months, coming on in a defensive midfield role.
It invites pressure, but losing teams will usually revert to desperation and play direct football (more often than not, it doesn't work and it tires them out). If you're equipped to deal with it, then it shouldn't be an issue. You hope to catch them on the counter, and increase your lead.