Well, it's just that there are more examples of such
relationships gone wrong than right, see?
And besides, if the couple works in the same department, or if
their job involves working with each other, it can get
tricky.
Or, if one of them is the superior of the other, it can invite
gossip from colleagues in the same dept who might think that
there's favouritism. 
Not to mention there are bosses and colleagues who might frown on
this and henceforth 'make life difficult' for the couple. 
And then, what if there's a breakup or a lovers' quarrel? Wah... if
they're both working in the same dept, can hardly avoid each other!
No
breathing space, so torturous, man! 
I guess the culture of the workplace will also affect the couple.
That American MNC I worked in with the four married couples had a
very 'open', Westernised culture cause we had a huge percentage of
Americans and other Caucasians and foreigners working under the
same roof. 