For the first part, mostly just that some people are *idiots* and would plug them into the same circuit, but most of the actual *safety* issues only come into play if the different plugs are not sufficiently isolated from one another (such as with the "microwave transformer jankwelder" using two 120v plugs to get 240v) at least assuming the breakers are working as intended. If they're not isolated, the exposed metal bits on the unplugged end can rise to 120v if only one is plugged in. Specialized equipment, like servers with redundant PSUs, are generally installed by people that "know what they're doing" and as such are not subject to that rule.
The daisy chaining is perfectly safe: there's a two-screw "bus bar" on each side of the device that handles all the 'passthrough' current.