In the event that the beneficiary files for personal bankruptcy, the assets in an IRA (Roth or traditional) they've inherited may not be off-limits to creditors. By contrast, IRAs – or other types of retirement plans – set up and funded by the employee are meant to provide for an individual's own retirement.
As such, they'd be protected in a bankruptcy proceeding. It can mean the loss of hundreds of thousands of dollars. The solution, to paraphrase the Beatles, is to "Roll it over, Beethoven."