Several things :)
First of all the main reason the message is not to introduce formula/a bottle too early is the feedback problem. Babies tend to react differently to formula and bottles, and our culture gives a lot of misinformation to new mums. What commonly happens if you give a bottle early is that you see baby guzzling down loads of formula, because of the way that bottles work more than because they actually want to (I'll get back to this) and then falling into a deep, contented sleep (like you feel like doing after Christmas dinner). This then inserts the thought into a lot of mums' heads: He doesn't do that when I breastfeed him. My milk can't possibly be that satisfying. I can't produce that much milk. When I express I hardly get anything. Expressed milk often looks thinner than formula as well, which can be discouraging, even though it's totally fine and normal.
Within the first few weeks, it is also common for babies to go through various feeding behaviours which may not be expected. One of these is cluster feeding (frequent and/or lengthy feeds often lasting for a period of 2-3 hours) and unsettled behaviour which often occurs in the evening, a common time for Dad (or someone else) to want to give a bottle as part of a bedtime ritual. So what you may find is that on the nights you don't give the bottle, you get this cluster feeding and on the nights you do, baby doesn't want to do that. That results in two issues: First, cluster feeding is all part of the process of building up and establishing a good supply. It's good for your breasts to get that feedback and hormonal input of the baby feeding frequently in the evening. If you skip this process regularly, then you can end up with problems with supply. Secondly, psychological barriers again. If you don't know about cluster feeding, you can end up with the impression that your milk isn't enough, the baby is struggling to get what they need or is frustrated at the breast. (It can also make you feel trapped, or frustrated if you're trying to establish a routine for example). This is exacerbated if you have friends and/or family around you who only have experience of bottle fed babies, and they are expressing concern about this not being normal/expected behaviour, worrying about your supply or are concerned that it's a lot of expectation on you. If you're comparing this to bottle feeding, the whole effect is magnified.
With either (or both) of these situations, you can then get into a negative feedback cycle where you worry about your supply so you give formula, giving formula and seeing the reaction to it reinforces those doubts about your supply, meaning you give formula more often, the less you feed from the breast, the less milk your breasts make, exacerbating the supply worries, making the baby express genuine frustration/dissatisfaction at the breast, leading to more doubt/more formula, etc.
If you exclusively breastfeed to six weeks, it's likely you've gone through the worst of the cluster feeding, the first growth spurt and hence you tend to have more confidence in feeding and therefore formula isn't as much of a problem, as long as you don't introduce it too fast which can induce a risk of blocked ducts.
So in reality, does it mean that giving bottles before 6 weeks is definitely going to cause issues? No, not at all. In fact if you're aware of and ready to counteract the psychological factors of comparing breast and bottle feeding and/or you have a good solid understanding of what to expect in terms of cluster feeding, normal breastfeeding behaviour, and the way supply works (in short, feed more = make more, there is no need to wait for a breast to "refill") then the risks of giving bottles interrupting normal breastfeeding behaviour are much lower. Bear in mind that these psychological "risks" can also apply to your partner/mother/MIL/anyone else who is closely involved in the first few weeks and is liable to do this worrying on your behalf (it can be quite frustrating and exhausting to try and solely resist this by yourself, on little sleep, while in a fragile emotional state - thanks hormones - and recovering from childbirth). There do still exist some risks though which I'll explain further below.
Firstly, in the first few days, you're still producing colostrum which is very concentrated but produced in very tiny amounts. The baby's stomach is absolutely miniscule at this point. There are various diagrams around the net, about the size of a newborn's stomach on different days, although apparently this is misleading, but even the sources that argue these diagrams are misleading put the newborn stomach at around 20-30ml, increasing to 100ml by week 4. Giving formula or even expressed milk very early can cause the stomach to stretch/grow faster and/or the baby to expect larger feeds, which is a problem if the baby then wants larger feeds than you're currently able to produce. This happened to me with DS2 as he was in special care and they were giving him 50-70ml on day 2. This then meant I couldn't catch up and we had to top up for a while.
To avoid this issue, I'd suggest waiting for any formula/EBM at all until your mature milk is definitely in, and then preferably limiting amounts to 30ml at first and/or waiting until 2-4 weeks old, to be sure that the baby's tummy is bigger and the amount you're producing is not going to be completely swamped by the amount of formula the baby takes.
Nipple confusion is a funny one - it doesn't seem anywhere near as common as the panic about it would suggest, but nobody really seems to know what it is. I don't think it's actually confusion, because newborns aren't really making decisions, they run completely on instinct at that age. I think what can happen is a combination of the baby wanting more than the mother can produce, the psychological comparison of breast/bottle behaviour, and possibly a flow preference, because bottles are much easier to get milk from than a breast is. In addition there is some question over whether babies can form "bad habits" with a bottle, because the method of latching on to a bottle is very different (much more shallow) than a breast, no matter how much the bottle manufacturer claims that their teat is breast shaped. But I do think this is likely to be a minority of babies and not a significant concern, especially if they latch well normally.
So to come back to the point I said I'd get back to later - bottles in themselves can be a problem, because they are designed specifically to get milk into a baby, rather than to mimic the function of a breast. So far none of the special "breastfeeding friendly" bottles have managed to achieve this, BTW. The main problem is that when we bottle feed, the infant is lying prone (because they can't support their own head) and the bottle is held at an angle which causes gravity to put the weight of the milk into the teat. You may even have been told that this is the correct way to hold a bottle for a baby, because of a belief that air in the teat causes wind in the baby. The problem: A newborn baby has a sucking reflex and a swallow reflex. With a teat in its mouth that is constantly leaking milk (because of gravity) they have no choice but to keep swallowing and keep sucking - they have to make quite a significant movement away in order to stop/break the flow. In comparison, babies at the breast are not positioned on their back, but on their side. The transfer of milk is not aided by gravity, it is sideways, and caused partly by the milk ejection reflex (at the start of the feed) and partly by the vacuum caused by a good latch and the baby's sucking. You may notice when you feed that newborns often, once the initial fast flowing part has disappated have little gaps where they will do suck-suck-suck...wait...suck-suck-suck...wait. Bottle fed babies do not usually do this and this is one reason why bottle feeding is faster.
To avoid these issues is fairly simple - you can do what is called paced feeding. For this you hold the baby pretty much upright in a sitting position, and hold the bottle horizontal. (You can also hold the baby lying sideways facing away from you but this feels less cuddly). Use a small bottle with a narrow teat. Don't worry about air in the teat. Use the slowest flow you can find. You may wish to do this along with small volume of feeds in the first few weeks.
Expressing - it can be hard to fit expressing in during the first few days/weeks. Just feeding the baby to begin with is enough to fit in, let alone trying to find a suitable window to express. I found the best time to do this was when the baby had been asleep for a couple of hours, but most of the time when that happened I was taking the opportunity for some sleep myself! It is normal not to get a huge amount when expressing - 10ml at first is a huge amount, once you've got into a rhythm of it, about a max of 30ml, from both breasts combined. So it can be a lot of work to express just for one feed and in fact it can be more efficient just to do the feed yourself.
On the other hand - is all of this overthinking? Possibly yes. Many people mix breast and bottle right from the start and never have any problems. But I thought it might be interesting to know why a later start is generally advised, and what if anything you can do to avoid the issues that are sometimes caused.