I believe the reason is because you're creating a greater chance of a hopper fire, the larger the coal is the easier it is to burn because it needs less air and since you have larger pieces it more easily flows through it. The fire will be higher up on the bed and closer to the hopper. In the event of a power outage and all the other stars align you have greater chance of that fire creeping into the hopper.
Since it's priced similar to the buck if not the same there is really no reason to use it unless of course you come across some free product or a similar situation.
To quote dirty harry "Do you feel luck punk...?"
tsb wrote:So can you burn buckwheat ? Sure, but not very efficiently.
Your problem was more likely a difference in the coal itself.