I believe it's permission related, we didn't have as much resistance in doing that here, but I think the reason is this:

In order to use PowerShell, an administrator must be assigned the SharePoint_Shell_Access role on any databases against which PowerShell will be used. For example, to perform tasks that read or manipulate data in the configuration database, an administrator must have the SharePoint_Shell_Access role for the configuration database. Likewise, to work with a specific site collection, the admin must have the SharePoint_Shell_Access role for the appropriate content database.

This is the location I found this in awhile ago: http://www.sharepointpromag.com/article/sharepoint/t-is-a-privilege-to-powershell

I believe it's permission related, we didn't have as much resistance in doing that here, but I think the reason is this:

In order to use PowerShell, an administrator must be assigned the SharePoint_Shell_Access role on any databases against which PowerShell will be used. For example, to perform tasks that read or manipulate data in the configuration database, an administrator must have the SharePoint_Shell_Access role for the configuration database. Likewise, to work with a specific site collection, the admin must have the SharePoint_Shell_Access role for the appropriate content database.

Read more at SharePoint Service Account Best Practices 2019/2016