Cleaning is bad because of the Second Law of Thermodynamics: the Law of Entropy. You can't un-scramble eggs, and you can't un-clean a coin.
Coins are metal. Metal corrodes. Why is a coin WITH corrosion ok? Because physical cleaning effects the coin's impression?
Corroded metal is still metal; every atom of metal in the coin before it became corroded is still there in the corroded coin, it's just been oxidized or otherwise turned into something nonmetallic. Removing the corrosion removes the corroded metal. This not only "erases the history", but exposes the underlying fresh metal to further corrosion, requiring you to (eventually) want to clean it again.
Like silver coins... don't they tarnish? If so, wouldn't a dulled coin be worth less than one that has somehow or other retained it's "shiny allure"?
The "shininess" of a coin is technically known as "lustre" - spelled "luster" in America. It is a physical property of the piece of metal and is caused by microscopic grooves and ridges on the surface that act like tiny mirrors, reflecting incoming light at different angles. Most forms of physical or chemical cleaning disrupt and destroy this lustre, and it cannot be genuinely put pack once the cleaning is complete. A "cleaned coin" looks dull and "lifeless", because the lustre has been exterminated.
There are things you can do to a coin that are "acceptable cleaning". If a coin has foreign matter stuck to it - sticky-tape residue, paint, glue, that sort of thing - then solvents like water, alcohol, acetone or xylene can be used to get rid of it. Such solvents do not affect the corrosion/tarnish/toning and to not remove any of the metal - only the foreign matter. It's probably best for a novice collector and/or someone unfamiliar with the chemistry of whatever solvent they plan to use, to refrain form cleaning a coin - or at least, to grab some unwanted, inexpensive coins to practice on first.
A fingerprint is a good example. It is comprised of oils and fatty acids, and as such is "foreign matter" on a coin that can safely be rinsed off with acetone or alcohol solvent. However, if the print is left there for more than a few hours (espicially for copper and silver based coins), the acidic oils will react with the metal, causing corrosion/tarnish/toning, and while the remaining oils can be removed with acetone, the fingerprint-shaped corrosion stain on the coin will not come off - it is now permanently part of the coin and cannot come off without using "bad" chemicals such as tarnish remover. In other words, a fingerprint can only be "safely" removed while it's invisible.
Of course, there are exceptions to the "don't clean coins" rule. For example, ancient bronze coins that have been buried underground for a couple of thousand years come out of the ground looking like little green rocks - they have a "corrosion layer" that is quite thick. Such coins need cleaning; taking such a coin and making it collectable, or even identifiable, is an art not too dissimilar to fossil excavation, as it can be difficult to tell where the "dirt" ends and the "coin" begins.
Another example of a coin that "must be cleaned" is a coin afflicted with bronze disease. This is a powdery form of corrosion that actually spreads rapidly on exposure to moisture in the air. If not treated, a coin with bronze disease will become more and more damaged over time until there's nothing left but an aquamarine mess. A coin treated to cure bronze disease is still a "cleaned coin", but "cleaned" is better than "destroyed completely". Again, the treatments needed to eliminate the bronze disease but keep the rest of the coin as intact a possible is a tricky art, that needs lots of practice on unwanted, value-less coins, so it's still best to tell the novices "don't clean coins".
What if it is a GOLD coin? Or is the gold too soft and will scratch or something?
Gold is indeed soft and scratches easily, but gold coins shouldn't need cleaning as they won't corrode under normal Earth-like conditions. It's been said that if the dinosaurs had made gold coins, we'd be digging them up and they'd still be just as shiny today as they were 65 million years ago. Ancient gold coins (for the fortunate few who find them) only need the dirt washed off them with water (carefully, so as not to create surface scratches), and they're good as new.
Don't say "infinitely" when you mean "very"; otherwise, you'll have no word left when you want to talk about something really infinite. - C. S. Lewis