Because if we help those who need help, they get lazy and shiftless and then we just pay for helping them forever and they don't get real jobs because the government is funding them. Stupid poor people. And it turns us into SHEEPLE! SHEEPLE! Blaaarggh! Death to commies!
At least, that's how some people feel. They don't like the concept of the government taking a tithe of their income and using that to help other people. This generally goes hand in hand with the idea that the government is the worst organization ever for getting anything done (unless, of course, if you mention that governments also run the military, which is a large wasteful government program that can topple a third-world dictatorship in less than a month, and then those same conservatives get all twitchy and say something meaningless, like "well, that's the exception that proves the rule."
To prove their point, they often point to communist dictatorships, which have absolutely nothing to do with socialism, or even communism, as Marx defined it. All the countries which have become communist over the years are largely agrarian societies (i.e. Russia, China) with lots of peasants and a low number of factories. In fact, socialism and communism are really about wage labor, which requires a highly industrialized country (Marx was specifically interested in Britain, where he lived), which creates a sharp divide between Owners and Workers.
In fact, modern Europe, and a lot of the Western world, even a great deal of American welfare policies, are a lot closer in line with the ideals of Marx and Engels than Stalin or Mao ever were. And guess what? These countries are doing great (relative to the rest of the world).
There's nothing wrong with socialism. People are just poorly informed.