A large part of it is the high efficiency of the stove. As you compare stoves efficiencies (HHV and LHV) ratings the higher the efficiency the less heat loss up the chimney (i.e. lower flue gas temperature). As you get into the high 80% efficiency and low 90% then the flue gases temps are so low that they cannot draft well (lack of buoyancy) and would need to be supplemented with a combustor fan to induce draft. The BK happens to have a high efficiency rating and when you hook it to a non-insulated masonry chimney you remove heat from the flue gas and can cause poor draft and potential creosote build up. Hence why BK recommends an insulated liner in masonry chimney. The same applies to any stove with a high efficiency rating.