Because most 4-pin PSU's are not ATX12V 2.0 compliant, and your MOBO specifies the 2.0; see - http://en.wikipedia.org/wiki/ATX#ATX12V_2.x
I only use 2.3 compliant PSU's and those only with Japanese capacitors, Bronze or higher rating, and most importantly a PSU MUST have PFC (Power Factor Correction) plus current & voltage protection, and short circuit protection.
A cheap PSU gets costly very quickly when it takes-out your: CPU, GPU(s), MOBO, RAM, Drives -- you name it attached to it when (not if) it fails - in 10 seconds or less.
I've been learned Big-Time! $40 saved/cheap = $600 on two systems and within 30 days. Then I boned-up on PSU's and since I'm very picky!