Why is this an issue?

Recursion is a technique used to define a problem in terms of the problem itself, usually in terms of a simpler version of the problem itself.

For example, the implementation of the generator for the n-th value of the Fibonacci sequence comes naturally from its mathematical definition, when recursion is used:

Function NthFibonacciNumber(ByVal n As Integer) As Integer
    If n <= 1 Then
        Return 1
    Else
        Return NthFibonacciNumber(n - 1) + NthFibonacciNumber(n - 2)
    End If
End Function

As opposed to:

Function NthFibonacciNumber(ByVal n As Integer) As Integer
    Dim previous As Integer = 0
    Dim last As Integer = 1

    For i = 0 To n - 1
        Dim temp = previous
        previous = last
        last = last + temp
    Next

    Return last
End Function

The use of recursion is acceptable in methods, like the one above, where you can break out of it.

Function NthFibonacciNumber(ByVal n As Integer) As Integer
    If n <= 1 Then
        Return 1 ' Base case: stop the recursion
    End If
    ' ...
End Function

It is also acceptable and makes sense in some type definitions:

Class Box
    Inherits IComparable(Of Box)

    Public Function CompareTo(ByVal other As Box?) As Integer
        ' Compare the two Box instances...
    End Function
End Class

With types, some invalid recursive definitions are caught by the compiler:

Class C2(Of T)               ' Error BC31447 C2(Of T) cannot reference itself in Inherits clause
    Inherits C2(Of T)
End Class

Class C2(Of T)
    Inherits C2(Of C2(Of T)) ' Error BC31447 C2(Of T) cannot reference itself in Inherits clause
End Class

In more complex scenarios, however, the code will compile but execution will result in a TypeLoadException if you try to instantiate the class.

Class C1(Of T)
End Class

Class C2(Of T)              ' Noncompliant
    Inherits C1(Of C2(Of C2(Of T)))
End Class

Dim c2 = New C2(Of Integer) ' This would result into a TypeLoadException

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