Why wouldn't you participate in a companies ESPP?

So my companies ESPP enrollment period is begining. Since I am new to all of this I was just wondering why would somene decide not to participate? If you're going to receive the shares at the discount you could just sell it right away right? Even if it were a disqualifying disposition and you get taxed extra, you would still end up making money. So with that said why doesn't everyone participate in the companies ESPP? The only answer I can think of is that they don't have the budget to take deductions towards it during the 6 months.