If you're a prostate cancer patient, where monitoring PSA is key to checking on disease progression, you don't want to take anything which messes up the readings.
Many of the supplements contain natural 5-alpha-reductase inhibitors, such as Saw Palmetto. These lower PSA but don't change your risk of prostate cancer. 5-alpha-reductase inhibitors can help shrink the prostate, but are much cheaper to get prescribed on the NHS even if you are paying prescription charges, than the supplements are. Then they are also on your medical record, so in theory, they will be allowed for if you do have a PSA test (in practice, you need to know to double your PSA test results).
If you're using supplements, that's not on your medical record, and in any case, no one will know how much 5-alpha-reductase inhibitor is in them or how consistent that is, or how to correct your PSA readings. I've seen people report on forums that their prostate cancer was missed because they were on supplements.