One reason I can see is that te exact DNA is propagated indefinitely, the organisms based on it lose the ability to adapt. Evolution is built on not copying exactly. Not really a problem at the moment, as for the most part we're capable of adapting our environment instead. A lot of potential problems I can come up with get into the realms of speculative sci-fi stuff.
I'm not saying that humans are the pinnacle DNA arrangement - not at all. In fact, I can predict that various of my organs/stem cells will be eventually replaced with transgenic alternates.
However, evolution as a force of advancing human DNA is pretty well over. We can manipulate and optimize DNA much, much faster than nature can (with creatures of our reproductive strategy). As well, (like you said) we can change our environment/bodies in such a way as to negate any disadvantages we have.
We can change our bodies (our own bodies) better and faster than evolution will change our off-spring.