Based upon my understanding/teaching....
Gas turbine engine bearings are designed for high speed running. The rolling elements "ride up" on a thin film of oil, promoted by the high speed. Pressure feed of the oil keeps the flow up and that flood of oil promotes the "riding". No metal-to-metal contact. Bearings happy.
Windmilling engines do so at zero oil pressure. This means zero oil feed to bearings. No big deal, I hear, there's oil left in there from the last run. Correct, but there's a risk of the rolling elements having insufficient speed and oil to "ride". No "riding" equals metal-to-metal contact and bearing wear. It's slight - the speeds and loads are low.
Rolling elements are more prone to major failure once their surfaces become scratched/scuffed/fretted/whatever. Any small surface damage can spoil the "riding" and lead to metal-to-metal contact whilst the engine is running, ie during a period of high loads and speeds, leading to accelerated wear/failure. Hence the need to prevent the initial, slight wear.
Previous answers also, correctly, direct the avoidance of wear at the blade roots and snubber contact surfaces - another good reason for preventing windmilling. Scuffing/scratching at the roots can lead (eventually) to stress concentrations - and boy, are those roots stressed enough to begin with !)