[XMR] Why is churning detrimental to privacy?

[markcolls]

This is a Monero (XMR) specific question.

Someone recently told me that churning is detrimental to privacy. Churning is the process of sending funds to one-self, effectively increasing the number of ring members exponentially. But I don't understand how this can be detrimental to privacy when address and amount are hidden in monero.