The problem is two part. First, the engine may well only be able to deal with a certain quantity of nitrous at a given rpm level. If it gets the lot all at once, this can be bad. Secondly, and it's the core of the problem, is that pulsed generic solenoids fail sooner and more violently than unpulsed generic solenoids or purpose built 'pulsoids'. You get off the gas at the end of a run (track/dyno/whatever) and neither the fuel solenoid nor the nitrous one close. This is particularly bad when using a fuel cut rev-limiter - just another thing that can compound the problem.