Borrowing money to invest or to trade is risky. It contains more risk than trading or investing with your own money.

Because you will have to pay loan interest and a bigger risk from liquidation from a loan service provider or an exchange. My advice is don't borrow money in person or with leverage on exchanges.

Why do you need to borrow ETH to buy BTC?
The market works like this, Bitcoin leads it so if Bitcoin falls, ETH falls and it will decrease your loan collateral that will cause bigger risk of forced liquidation.