It is because of security issues with old code that probably mostly dates back to Office 97 or older. How often do you receive Word 6.0 documents via email nowadays?
How one receieves such documents is irrelevant. Some years ago a relative passed away, leaving hundreds of such documents on her antique computer. Luckily there was free software available that would still allow us to take part of her legacy. But of course, we could just as well have burnt her computer to ashes, as something so ancient must obviously be a security issue.
These files came from a source that can be trusted and are much different from random email attachments. Look up "spear phishing" for example. Most of the converters that still exist can be reenabled in the registry in case you still need to open these files. Office 2010 even provides UI for these options.