Because you're taking a risk investing in a Business that you believe will generate a positive return for you. Bitcoin doesn't have a return. These companies are just adopting Bitcoin as their treasury asset instead of the Dollar that is hurting them.
As for what you should do depends on if you believe that this company will increase your BTC holdings or not.
With $GME adopting Bitcoin for example you might want to be invested if you believe that the hedge funds that sold all the naked shorts over the last years will get fucked and will be forced to go into the market to buy back the shares at some point. You're taking a bigger risk though and you're giving up control of your money to someone else.
Bitcoin is savings and stocks are investments. Different people have different opinions and circumstances which will make them prefer one over the other.
As for me, I believe it's best if you personally mainly have self-custody Bitcoin.
