Clearly you haven't read the stickies then.
In summary, most fish in the sea have been demonstrated to carry subcritical levels of various unfriendly pathogens on them , notably crypt, or ich. Put them in an aquarium, rather than the sea, and there is a decent chance they will blow up to critical proportions, and all your fish get sick.
There are not many effective treatments for diseases like ich, velvet or brook., and the ones that are demonstrated to work are usually utterly toxic to most invertebrates, so getting sick fish in a reef will usually result in a wipeout. To get round this it's a good idea to keep the fish in a fairly sterile isolation for 4 to 6 weeks so anything present will show, and can be effectively treated.
Most people don't realise the value of QT till they've had a total wipeout tho'. It's not real nice, and a prime reason so many people drop out of the hobby inside a year.