Suppose you have a torrent client that saves chunks to the filesystem before performing integrity checks. Suppose also that you have an antivirus program that scans every newly-created file for malware… and someone sent you 42.zip. Sure, the torrent client will reject it later, but the damage has already been done.

This specific scenario is unlikely (most antivirus programs can cope with zip bombs, these days), but computers are complex. Other edge-cases might exist. Torrenting is safer than downloading something from your average modern website, but in practice it's nowhere as safe as the theoretical limit.