Because getting sent e-mail is a security breach!
Who said that?
Though now you mention it, emails can be a security breach if they contain infected content.
Once your email is out there and picked up by spam bots, it is also more vulnerable to being picked up by people who will work to exploit it or figure out the password, and then sell the details on to the black market or find out your other passwords or website store receipts.
Once again, not even once has GMail's spam filter not picked up a spam e-mail I've got. For years. Of having it public on a ton of sites. And in the unlikely case where it would let it through it's easy to delete it yourself.
Shouldn't be getting spam messages in the first place. The fact you are receiving them means something or someone has picked up on your address.
My email accounts never get spam.