Of the three gunas, sattva sounds like the obvious winner. It is pure, it brings clarity, it lights up the mind. Krishna even calls it anamaya — free from disease. So what is the problem?
The problem is attachment. Sattva binds the soul through two subtle chains: the attachment to happiness and the attachment to knowledge. A golden chain is still a chain. Someone who thinks "I am so peaceful" or "I have understood everything" is still trapped, even if the prison is more pleasant than the others.
Krishna addresses Arjuna as Anagha, sinless one. The implication is gentle but clear: even a person of good character, even someone sinless, can be held back by sattva's comfortable grip. Liberation requires going beyond all three gunas, not just settling into the nicest one.