I think it's because EMH's are simply computer programs with a sophisticated user interface. They can only function in a limited area outfitted with the proper light-emitting equipment and can also be caused to "cease to exist" with a command. Synths are hyper-strong and intelligent physical entities that can be dangerous if something goes haywire with their programming. Heck, even Data, the most sophisticated of all synths ever created (up to now) became erratic and dangerous a few times during the TNG era. It's a miracle they didn't get rid of him after the first time he went nuts and took over the ship.