I did not know that, and I am interested in the physics if I can follow it.
OK, here goes, and if any members come up with a more understandable explanation, please jump in.
First we recognize that in a real world power system the voltages and phase angles may not be perfectly balanced to start with or may end up imbalanced because of unbalanced load or transmission conditions.
Now the voltages from line to neutral in a wye source will be whatever they are and the line to line voltages will be whatever the geometry of those vector voltages makes them. They will always be such that as you make a complete loop around the triangle of the three line terminals the voltages will add exactly to zero (Kirchoff's Laws, among other things.)
If you connect a balanced delta wired load to a wye source, the currents will be what they need to be, not necessarily balanced if the wye voltages are not balanced.
All good so far, but here comes the rub:
At the wye the line to neutral voltages can be unbalanced by a small amount with no consequences to speak of.
But when you add a wye to delta transformer, those unbalanced line to neutral voltages are transformed to unbalanced line to line voltages. And if the vector sum of those voltages around the triangle do not add up to zero substantial currents will flow in both secondary and primary, even with no loads attached.
Similar to what would happen if you tried to parallel the outputs of a 120 to 240 transformer and a 120 to 208 transformer with the same input voltage.
Very bad! In addition to overheating the transformer it can cause an overload of the unprotected neutral wire on the primary side.
As a practical matter, note that an open delta (two transformer) connection will NOT have this problem.