Because your body can (and sometimes does) overshoot the mark and kill things it isn't intending to kill with heat. It also uses up your stored energy meaning you must eat more and more often.
Better to make your body stop overheating itself, and trap heat with coverings. If you get too hot, it can be modulated by reducing or adding cover. And external heat like a water bottle can bring temps up quickly, and keep you at raised temps safely.
There is also the discomfort from a fever as well. Too much discomfort will lead people to make possibly bad decisions. Pain management is always something to keep in mind.
This is not true. While a 104 fever likely indicates a severe illness or infection the body can safely have a fever in the 104 to 106 range. It's around 108 that brain damage becomes a concern and that is usually also due to environmental factors like a kid being left in a hot car.
To my knowledge, proteins can start to denature at 104F, depending on the protein and other factors like pH. Around 106F, proteins in the brain will start to denature, regardless of other factors.