I've learned first hand why you shouldn't give any particular student too much personal attention. I need to give you some background. In general, the 3rd graders that I work with are extremely loving. They always tell me how much they appreciate my help. Some of them show their affection in ways beyond just saying "thank you, Mr. Auto" though.
There's this one particular student that frequently gets out of her seat while my mentor teacher is teaching a lesson. She gets out of her seat to walk over to me and ask me a question. I would guess that she does this about 4 times a day. It annoys me. Then, another student walks up to me from their seat to ask me a question. I put the brakes on as soon as that happened. When this additional student walked up to me, I said, "If you stay in your seat, look at me, and raise your hand, then I will come to you." She walked back to her seat and did as I asked. I had to run through this procedure with two additional students beyond the first.
Further, while the teacher is doing a read aloud of their current novel, sometimes she wants to read her book while sitting beside me. Don't get me wrong. I appreciate that she is so comfortable with me. But, her level of comfort has unintended consequences. Afterward, another student walks up to me and asks me if I can sit beside her group's table. Are you seeing the pattern?
If I show one student too much personal attention (such as in the ways just previously mentioned), then other students want that same attention. I think that I understand their perspective and I think it is logical to some extent. If I can show one particular student individual attention in the way that I do, why can't I show that same attention to other students? That is as far as the logic of that perspective goes. Like everyone else, I have my limits. In other words, it would be unmanageable, and thus impossible to show personal attention to everyone. If you provide personal attention to one student, they will expect you to provide them personal attention as well. So, the longer you spend in providing any one student too much personal attention, the greater likelihood there is that other students will desire and seek that same attention. In order to not provide any of your students misguided expectations, that is why you need to make sure that you do not give any one student too much personal attention.