Because they can just wait 4 seconds to CC you and bugger off (unles they're really, really bad). If they are assassins its very possible they'll just speed away and break your snare in the process, PTs can break it every 30s and get a speed-boost, mercs can punt and snare you, etc, etc, etc. An equally good healer can heal themselves with impunity.
If they are locked down with CC they ain't gonna be doing any of those things. Vengeance relies on people standing there and being too bad to defend themselves. Immortal lets you take control.