The reason is that PvP servers are considered "hard-mode", because you can't level in peace; you either need to bend your gear choices toward PvP, or deal with the possiblility of getting PKed repeatedly, either reduces productivity. Because of this, leveling up a character on a PvE server then transfering it to a PvP server would essentially be cheating. On the other hand, if you want to go to the trouble to level up your character on a PvP server then move it to the safety of a PvE server, that's your own issue.