I've read - because if a user uploads content that gets you on a list that blocks your domain - you could technically switch user content domains for your hosting after purging the bad content. If it's hosted under your primary domain, your primary domain is still going to be on that blocked list.
Example I have is - I have a domain that allows users to upload images. Some people abuse that. If google delists that domain, I haven't lost SEO if the user content domain gets delisted.
This is probably the best reason. I had a project where it went in reverse. It was a type of content that was controlled in certain countries. We launched a new feature and suddenly started getting reports from users in one country that they couldn't get into the app anymore. After going down a ton of dead ends, we realized that in this country, the ISPs blocked our public web site domain, but not the domain the app used. The new feature had been launched on a subdomain of the web site as part of a plan to consolidate domains. We switched the new feature to another domain, and the problems stopped.