Stage layout glitches, environmental payoff too great (forbidden fortune as an example), character specifics can go out the map etc. they do not want to risk banning the characters that can enable do them so they choose to ban the stages.
Training stage is banned because well it's a training mode stage, but because it's a square dome, it has the capacity to be viable since it's not an infinite stage, but I doubt they'll change that. Training stage theme is possibly one of the best tracks in the game.