The essential notion comes from being able to semantically analyze your program. If you have a single entry and a single exit, the math needed to denote possible states is considerably easier than if you have to manage forking paths.

In part, this difficulty reflects out into being able to conceptually reason about your code.

Frankly, your second code is not obvious. What is it doing? Does continue 'continue', or does it 'next' the loop? I have no idea. At least your first example is clear.