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Digging is very heavy work, in many areas the soil simply isn't deep enough or you have other problems like tree roots or soilproblems like clay/sodic soil.
In many regions any hole is going to immediately become a snake pit. Snakes will bolt straight into a hole looking for small burrowing mamals to eat. Snakes can also simply get stuck in the pit, or you might catch somthing like a rat which then attracts snakes.
Other critters can be problematic as well, giant poisonous millipedes, fire ants, other burrowing beetles, and even relatively large animals which might inadvertently fall through the roof. It's not unheard of for deer or elk to fall through the roof of snow shelters. You've made a pit trap and are sitting in the pit.
Then you've got the risk of flooding, pits can flood due to rain, runoff, or water seepingb through soil. This happened to me once when I tried to dig shelter in an arroyo. Woke up 2am freezing thinking I pissed myself.
