Because they're designed that way. They can trigger a response using the improper dosage or the bad response to the drug outweighs the benefits (think chemo drugs).

Also some responses are really common but can be ignored or fixed by other medications. Such as many people get really itchy on opiates but the pain relief fat outweighs the uncomfortable itching or people just take an antihistamine with it.

Drugs are tested and tested and tested then they start human trials and they're tested again or at least usually.