It's unethical human experimentation. That's what it typically boils down to, especially when "try it yourself, anecdotally" is favored over research for the informed half of informed consent.
Ethical human experimentation involves willing, informed people. The only information I can think to hold back would be whether they're in the control or treatment group. People undergoing experiments should be aware of possible side effects. This information should have come from what we know of chemistry, biology, and animal experimentation.
I'm sure someone will come along and provide a little more detail on the different, necessary phases of trial.
Alties, on the other hand, don't bother with that sort of stuff. They get an idea in their head about what causes a disease, generally don't test it or they rely on exaggerations of actual studies that make modest claims. From that point, they'll typically move on to coming up with a treatment for the alleged cause without testing for it. I've seen it come up a lot with anti-vaxxers going over the 'autism is caused by thimerosal transforming into an unknown mercury compound' line, followed by chelation routines where they never bother testing for the chemicals they're chelating for. I doubt quacks would perform a test that'd negate the excuse for potentially expensive routines.
When an altie tells you to try something before concluding whether or not it works, they're usually end up being tight-lipped about further details. They also ignore the necessary details in determining causation. A lot of problems clear up, improve, or at least fluctuate on their own, regardless of treatment. That's why double-blind control studies are so vital: They let you see the difference between inaction and the treatment. Alties would rather we believe a living, organic body is no more complicated than a toaster, therefore we shouldn't worry about details like that. On/Off switches and light/medium/dark dials are obvious, therefore, they can fiddle around with whoever without worrying about potential nastiness. If things go badly, they can just refuse to publish your testimonial and cherrypick some good ones. It's not like they have to keep records like medical scientists do.