It's because you need to have the fall tiled at the correct angle which can mean a lot of cuts and grouted edges. All of which can be a potential leak.....you don't get any of that with a shower tray.
What were you thinking of tiling? An angled floor? I thought thats how it was done but have since found tillable shower trays which may be a way to get round the problem as its just adding an extra layer on top of a shower tray, but I could be wrong...
Thats interesting, I'm considering a tiled shower tray... will proceed with caution.