The reason is that if you play a high line, then you give up quality chances.
Playing against a low block it's very difficult for our players to get into the box with the ball. If they take a shot, it's likely to have a low chance of scoring, because there are often 3 or 4 players, trying to block it.
Our success at defending set plays shows that when our defence is set in place, they're difficult to beat. The problem is that because we play so far up the pitch, when play turns over, if we don't manage to regain possession quickly, then most of our players are either behind the ball, or running back towards goal, and there tends to be lots of space to play in.
So, the attackers will find it easier to get closer to the goal, where it's obviously easier to score, and our defence will often have just one player trying to block a shot while running into position.