^^^ What YellowTim said, but to expand it means less chance of axle breakage even with a large number of gears fitted. The more gears you add to a freewheel system the further inboard the drive side bearings have to be and the more likely it is that you'll overstress the axle.
Screw-on freewheels exist for up to 9 speeds but reliability is only assured with up to 7 speeds.