Toxin means a body of bacteria which can do harm to you. You have loads of oil in your skin and it's perfect for bacteria to grow and multiply in (yummy). Your body can deal with it but you are making it harder for your immune system if you squeeze by spreading the infection.
Also btw, by setting off an immune response you are liable to cause an overreaction (redness, swelling) and possibly scarring as your body fights to get rid of the bad stuff which it could have dealt with on it's own had you not had a prod.