From what I know it's the reverse. Usually they don't like GPT disks with "legacy" mode. The article Windows Setup: Installing using the MBR or GPT partition style and UEFI/GPT-based hard drive partitions would also reinforce this.
Quote from the first article, which is for Windows 8.1:
When installing Windows on UEFI-based PCs using Windows Setup, your hard drive partition style must be set up to support either UEFI mode or legacy BIOS-compatibility mode.
For example, if you receive the error message: “Windows cannot be installed to this disk. The selected disk is not of the GPT partition style”, it’s because your PC is booted in UEFI mode, but your hard drive is not configured for UEFI mode.
From the second:
When you deploy Windows to a UEFI-based device, you must format the hard drive that includes the Windows partition by using a GUID partition table (GPT) file system. Additional drives may use either the GPT or the master boot record (MBR) file format.
As for why they have those limitations ... no idea. Maybe it has something to do with their bootloader structure/code.
On this (Legacy BIOS Issues with GPT) site it looks like the issue might actually be the GPT specification.
GPT was created as part of the EFI specification, so of course GPT works well with EFI-based computers. There's no law that says that GPT can't be used with other computers, though. In particular, BIOS is so simple that it doesn't understand the partition table type used on the disk—it's the role of the boot loader and subsequent software to interpret the partition table. Thus, in theory there should be no problem using GPT with BIOS-based computers.
Unfortunately, n practice, there are occasional BIOS/GPT quirks or even downright incompatibilities. Furthermore, many modern computers with EFIs provide a Compatibility Support Module (CSM), which enables them to boot using BIOS-mode boot loaders. The trouble is that the firmware may use the partition table type as a cue for what type of boot mode to use, thus causing problems when trying to boot in BIOS mode from a GPT disk.
Further down it suggests that there might be an issue with the protective MBR which is part of GPT based disk and its interaction with BIOS and bootcode.