Because they generally need to be cooked in order to be edible. They also contain lectins and phytates which tend to interfere with nutrient absorption and can be somewhat inflammatory.
As a bit of a side note, green beans are extremely low on the lectin load, so some (including Robb Wolf, which he mentions in his weekly podcast - http://robbwolf.com/2010/01/26/the-paleolithic-solution-episode-12/) don't stress about adding them into their diet.
Bacon-wrapped green beans smothered in grass-fed butter! I dare you NOT to eat them :)
I eat green beans -- typically blanched, then sauteed in bacon fat with garlic (or occasionally, in ghee with red pepper and black mustard seeds, Indian style). Sometimes I throw them into stir frys. The lectins are, as Mike said, minimal. They're quite healthy, on balance, and my kids will eat 'em, which is reason enough for me to continue.
Once in a very blue moon I will make black beans or red beans following the WAPF procedure (because my family loves them), but that's rare, and it's even more rare since I gave up eating rice, because eating the beans without rice is Just Not Right.
HealthRediscovery, the reason to "bother" with elaborate preparations every now and then is because variety is the spice of life. I occasionally make coq au vin or carne seca or other dishes that require hours of puttering on a Sunday afternoon. The food is incredibly good and friends and family are appreciative. I know for some people "paleo" means grilled-meat-and-salad over and over, and I know that some authorities are kind of dismissive of any cooking more complicated than opening a jar of salsa because it's too "neolithic", but it doesn't have to be that way!
Some, such as peanuts, have awful omega-6 to omega-3 imbalance. http://www.nal.usda.gov/fnic/foodcomp/search/index.html is a good source of nutrient values.
To avoid most of the downsides of beans others have mentioned, you need to go through a somewhat elaborate preparation as per WAPF guidelines: http://www.trit.us/foodfeatures/cooking-legumes.html
This could be perfectly healthy, but why bother?
I'm somewhat new to this Paleo thing but to my understanding it's basically allowing only foods that our great ancestors ate and the human body adapted to over the last few million years. So the best answer to "No Legumes" is because they have to be cooked to be edible? Are you saying that our ancestors never cooked beans or green beans??
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