I think there are multiple security risks (not just the risk of acquiring cheap VP).
For example, you could also take the opposite position, and say that it’s dangerous for individuals to be able to sell their neurons for anything close to the price of the underlying stake. This is very true. It would allow an organisation at some point in the future to action a governance attack on the Internet Computer (featuring a delayed trigger, so the ramifications of the attack are not immediately apparent). They could then sell the neuron they used to push that change through. If the neuron isn’t traded at a significant discount, they’ve managed to change the course of the IC with minimal cost to themselves. Motives include anti-competition strategies by competitor organisations.
If we can’t rely on a centralised entity to protect the IC in the future (because there shouldn’t really be one), we need to be able to rely on the protocol and the governance rules that are enforced by it. The attack vectors are multifaceted, are very real, and are not simple to reason about. It’s far better to err on the side of caution.