The general expectation when running an application is that when you misconfigure your system, the firewall will at least block incoming traffic. If I run ./program, the system will prevent me from fucking up too badly, like it should if I docker run vendor/program, that extra layer of defence is gone.

Most programs still bind to 0.0.0.0 and that's not a problem if your firewall works the way you expect it to. Docker's firewall rules overriding UFW's firewall rules without notice is unexpected for many people.

I know I fell for this one years ago when I first messed around with Docker, luckily I wasn't running anything important.