Beyond the inherent danger involved in getting close to an unpredictable vent that could -- at any moment -- decide to start spewing molten lava, they acknowledged that doing so would also leave you with a horrifically bad-tasting marshmallow. Specifically, they described that it would likely be sprayed with nasty sulfur dioxide or hydrogen sulfide coming from the vent, which would give it a repulsive flavor. Not to mention, if sulfuric acid from the volcanic smog got involved, the chemical reaction between it and the sugar in the marshmallow could get pretty freaking dramatic.
The volcanic activity on Hawaii's Big Island has been ongoing for weeks as fields of fissures beneath Kilauea continue to erupt, with lava trapping residents, devouring cars, destroying homes, threatening major infrastructure, and creating toxic air in the area. The whole ordeal has prompted a series of ongoing evacuation orders, and authorities don't see any end in sight.
Still, as tempting as it may be to treat the Earth's fiery show as an excuse to make yourself a melty sweet treat, maybe stick to roasting marshmallows over the barbecue or campfire and steer clear of the lava fields.