An electric space heater pulls a lot of current and probably does so continuously with little or no off time. This can cause a gradual overheating of every wire, terminal connection, and receptacle in the circuit. It's just a matter of time before something somewhere gets too hot and too close to something combustible.
^^^^ THIS is the REAL reason.
Two 750 watt heaters in the same room on different circuits is 1000% safer than one 1500 watt heater running on one circuit.
You can reduce the chances of an accidental fire with a space heater by using an oil filled heater....The worst ones are those wire type heaters that glow red.
The heater type itself is really not important.