It's not preferred by Apple because they have no control over the apps at that point. So if Cydia charges $4 for an app Apple never sees any of that. There are so many myths and lies about how jailbreaking is bad. It'll slow down your device, make it unstable and crash all the time, and make you vulnerable to malware and security risks. This is all a load of crap, spread by Apple probably. Jailbreaking never was illegal either. Apple claimed it would void the warranty but that was dismissed in court a few years back now. Around the time the 3G came out.
They say they prefer customers not do it simply for the fact that they want to control the user experience. Apple approved hardware and software. Just like on the Mac. And I get this, I really do. It gives all your users a guaranteed experience. The problem is, that experience is lacking in a lot of ways. Notification Center in iOS5... that was initially developed as a jailbreak tweak over a year earlier. Apple even hired the developer to build it into their new iOS. The ability to create a wifi hotspot on your device, another jailbreak tweak called MyWi. Except this time they just ripped it off. Though not a jailbreak tweak, the volume button used as a camera shutter, originally built into Camera+. They were told to remove that function from their app by Apple lawyers because it violated their new iOS5 EULA. Although the developers of Camera+ came up with the idea behind it, Apple takes the credit for it.
There is an article out there talking about the myths and rumors around Jailbreaking. They found that the apps and tweaks in the Cydia store were more stable and secure than the app store apps. Violated your privacy less, and we're overall of equal or greater quality than the apps in the AppStore.
I'm not trying to change anyone's mind, all I'm saying is don't believe everything you hear or read. Look into it yourself. There are a lot of advantages to Jailbreaking. It's not as scary or dangerous as its made out to be, and with the jailbreak tools released recently it's easier than ever to do it.