(Could someone more current please correct this if necessary - it was a long time ago - thanks)
As I remember it :-
The problem is the relatively low inertia in a slow STOL landing versus the wind against a large side cross section and full flaps. Any unstable wind vector is going to have a large effect and you dont have enough energy to punch through it. As you approach touchdown point you are close to a stall and the turbine engines are not going to spool up fast enough to save you if the wind throws you around.
You are about to put your wheels on the ground wherever the wind surprise has put you, usually pointing in a bad direction. The power that you added to attempt a go around will now arrive and make matter worse.
A constant crosswind is manageable within the limits of the aircraft but strong and unstable gusting crosswinds are downright dangerous.