From what I understand, also increases chances of breakage of an axle or something. But, this is for the reasons Chip noted above - becuase it'll let you get a lot more stuck.
No, it's because without a locker, a wheel in a bind will not recieve torque. With a locker, it's getting all the torque the other one is. If it's bound up well, something has to give. With and open diff, the free wheel would be given all available torque and the bound wheel would just sit there idle. Hard to break something that ain't moving.