AFAIK there are big security risks on hosting user generated content on the same domain of your parent website. That was the main reason github.com migrated individual repo pages to github.io [1]. Also shopify doesn't serve their shops on the domain of their main website, they use *.myshopify.com, I suppose for the same reason.

[1] https://github.blog/2013-04-05-new-github-pages-domain-githu...