Why is it illegal to cycle on the sidewalk?

In my town I cycle on the sidewalk a lot on the roads where there's a sidewalk. The cops have never said anything. Some of the roads are so busy and it wouldn't be safe to ride on the road. Why is it a law, when not riding on the sidewalk can be so dangerous? When there are pedestrians around I'm careful. I slow down. I've never hit anyone. I'm from Massachusetts if it matters. I don't know the law here.