In order to sucessfully burn a CD, you must supply data to it in a continuous, unbroken stream, so that the burning process may operate contiuously and uninterruptibly. If you do that from a CD, not only may the CD not be fast enough to do so, but a simple read error/error correction routine may slow it down. Also any background tasks, such as AV checking, add to the overhead whilst getting the data to the CD-Writer.
Now that we have "burn-proof" CD-Writers, that do allow CD-writing to stop and start, the situation is better, but still not perfect.
Doesn't everybody do this as a matter of course? If you don't you've no control at all over the end product. Moreover if you're compiling a CD with odd tracks from a dozen CDs it's the only sensible way to do it.