Mm... well it's not particularly.  By using continuations you add
another way (aside from straightforward loops) in which code may get
evaluated more than once (allowing the closure issues to surface).
Seaside uses #fixTemps mostly for callbacks, which are not implemented
using continuations.  They are simply stored blocks (see
WAValueCallback) and they need #fixTemps called on them before they
get stored.
If you were looping over a list making callbacks and not calling
#fixTemps, then all your callbacks would end up acting on the last
list element, for example.  I think there could also be a problem if a
callback was created in a method context that was already on the stack
when the continuation for the page rendering is made, since the next
time that page gets rendered the callbacks would take on the values
from the second rendering pass.
Honestly I'm not awake enough to be sure I'm right on that very last
part.  Seems like it's right in theory but I can't actually think
whether it ever happens in practice.  We got all the #fixTemps bugs
out of Seaside quite a while ago (we hope) and I haven't had to think
about it in many months. :)
Julian