Two reasons:
- Dimension will be moved along with the view
- Dimension scale could be taken off of the view.
update:
Also any annotation text as well.
Maybe I’m not getting it right, but can’t you just dimmension in model space and use annotation scale for the details in order to get proper text size?
This is heresy 
There is a reason annotation scale was invented 
There’s also a reason why there’s a separate Model Space and Paper Space in Autocad. Transfered also in Rhino. 
Anyways, I’m used to do it both ways in autocad (dimensions in model space and dimensions in paper space).
Yes, I know. But IMO dimensioning in Layout leads to issues as the one you mentioned. Even in programs that support this feature, I have encountered so many problems when trying to move or change details associated to dimensions. So to me it doesn’t worth the hassle.
Having said that, I agree that it would be nice to have this option properly implemented.
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