@Uncle_hitler Part of it runs from paranoia. While it could be the case that he is simply warning them of future events, some that may be evil or destructive, they can't be sure if he is simply warning them, or causing the situation to manifest and simply warning them as a game to see if they can succeed in preventing it. So far, it seems that it simply wants to help SCP... but it is better to err on the side of caution and be seen as a fool for being overly paranoid, than lax and dead.
Edit: especially since there are examples of things where they categorized them wrong, or wrongfully assumed them to be benign... like that friggin' bear that makes eldritch copies of itself with terrifying results.