Why is this an issue?

A Do ... Loop without a While or Until condition must be terminated by an unstructured Exit Do statement. It is safer and more readable to use structured loops instead.

Noncompliant code example

Module Module1
    Sub Main()
        Dim i = 1

        Do                        ' Non-Compliant
            If i = 10 Then
                Exit Do
            End If

            Console.WriteLine(i)

            i = i + 1
        Loop
    End Sub
End Module

Compliant solution

Module Module1
    Sub Main()
        For i = 1 To 9            ' Compliant
            Console.WriteLine(i)
        Next
    End Sub
End Module