Because IF you get caught without the required funds in the Thai bank (yes the chances are slim) you will be deemed to have no visa and face the consequences ie blacklisted,which has happened to few people I know someone personally who got caught after six years useing an agent,àt his age he will now never see his family again,if anyone wants to take that chance that's fine
of course Ive heard of many people that have used agents mostly for not having the required funds,the visa is legal how you get it is not IF your caught out you have a BIG problem,