Idk why people say to. I have had no performance issues with mine, battery issues etc. If anyone could let me know why this may be bad for my phone please let me know. (and im being genuine here)
With that being said it won't really hurt you to have a task killer, it just isn't really needed as android can manage its memory. I personally have a task killer just in case I need to kill a specific app but its not something I use periodically.