THE WALL---Why?

No, this does not refer to Pink Floyd or Donald Trump! 
  I was just wondering why audio dealers tell you to plug the power amplifier into the wall, rather than into my PS Audio power plant? What harm would it do to plug it into the Power Plant; it has plenty of capacity?! Would I risk any damage if I plugged my power amplifier direct into the power plant? 
just curious... thanks.   ---Steve