Imagine how much fun it'd be if EVERYBODY did it!
For most people, it's utterly impractical. Most people bring far too much baggage, more than they could ever carry off the ship.
And even if you could, the ship's public areas/passageways are far too small to accommodate people stumbling around with all their luggage. Gangways at many ports are awkward and narrow with sharp turns, not a place to schlep your worldly goods.
Some people are always looking for an edge--whether it's to be the first on, the first off, the first on the tender, the first at the buffet.
Wouldn't it be better to just relax and go with the flow?