Because your body can (and sometimes does) overshoot the mark and kill things it isn't intending to kill with heat. It also uses up your stored energy meaning you must eat more and more often.
Better to make your body stop overheating itself, and trap heat with coverings. If you get too hot, it can be modulated by reducing or adding cover. And external heat like a water bottle can bring temps up quickly, and keep you at raised temps safely.
There is also the discomfort from a fever as well. Too much discomfort will lead people to make possibly bad decisions. Pain management is always something to keep in mind.