It's because in a crash landing with high g forces and seatsets coming unglued, sitting with crossed legs makes you more likely to break your legs and be unable to self-evacuate. It is actually smart practice to wear lace-up shoes (less likely to fly off), non-synthetic fiber clothes (less likely to catch fire), and sit with your feet flat on the floor for takeoff and landing with wallet / phone / passport in pockets on your person. FA was dispensing excellent advice.