Why?

Because I can imagine if they can get your queen without losing theirs it will throw you so far off course you'll adopt a defeatest disposition, get overwhelmed, and consequently make blunder after blunder after blunder.


The queen is important and can get checkmated as well. Since she's the second most valuable piece, she'll also be the second most prized target by your opponents in the hierarchy of danger levels.
There are many openings, like the London system, that have various queen traps hidden. Especially when you bring out the queen too early and let her venture out alone. Especially capturing on b2 should almost never happen if it's just an unsupported queen. She will soon be swarmed and/or blocked.
So yeah, another thing to keep in mind..
Why do ppl always target my queen its annoying af