This is simply because not everyone has access to heroin, at least not legally, especially for people who are risk averse when it comes to legal matters and wanting to stay on the legal side of the law. Additionally, even assuming that one doesn't mind taking the risk of legal complications from such an endeavor, there is also the risk of getting scammed and robbed, ending up in a worse situation, yet alive. Finally, for those who don't know how to use the drug, especially through injections and/or have other difficulties in administration of the drug, it could lead to failure and permanent damage, along with other problems while still being alive.