It is a small confined space that you have little control over your ability to escape or open up.
A stairwell you can run up, or out a door. An elevator can get stuck - or just take awhile - and there is nothing you can do about it.
Also an issue with liquid nitrogen, but that usually takes a little longer to sublimate.
Dry ice is one of the few grocery store substances (in many areas) with a similar issue, but at least co2 causes a suffocation reflex we can feel. So less dangerous.