Because you're telling them something you can't actually know. Really, in the example you shared, I think you're just fine, but people will use it at utterly idiotic times. Like the kid just fell down a couple stairs: "shh, don't cry, you're fine!"
I try to ask "did that surprise you?" if she seems startled but unhurt and "it hurts now, but it will feel better in a bit" when she's definitely hurt.
But I'll also say "it's okay, it's just XYZ" when she's startled by something like the sound of the vacuum cleaner or a car driving by. I think that's different though, that's not me telling her how to feel about something, that's me reassuring her that there isn't some strange new scary thing in the world. It isn't okay because I'm an adult and I say so, it's okay because it's something she can be shown is okay. (And if she's still upset, she gets held and hugged and supported and/or moved away if possible)