Purely and simply much safer and easier to replicate real road on the dyno than take the risk.

The temp in a good cell can almost be what you want it to be. If you have awesome cooling and air changes in the room then temps can be too cold (if that's your thing) or reduce the cooling ability to get the cell to the temp you want.

The added bonus to the dyno is that you can see/listen to the engine while the car is doing silly speeds, try that on the road lol