especially with someone who is prone to shop you to the nub over and over again. These same types will do it again and again prior to closing. So if you do it consistently not only do you lose money on the previously locked loan(s) but you open yourself up to additional losses/internet message boards telling the world that you'll do it for anyone and potentially crushing a lender's business.
If you're a broker and it happens too much you risk permanently being cutoff from certain wholesale lenders.
Not every lender is some enormous bank with unlimited financial backing.