Because of the authority the student would ascribe to them. A young impressionable student is not doing an ecclesiatical study, they would naturally defer to and respect a nun. My wife still speaks in reverential tones of the nuns who taught her. Other than her parents they clearly made the greatest impression on her and had the greatest influence on her as a young woman.
Sure they *respect* a nun. But a patient in counseling suspends their own will and judgment to allow for correction and uncomfortable introspection, saying, “this doesn’t feel right, but I need help,” while at the same time yielding an intimacy and vulnerability emotionally associated otherwise with sexuality. I suppose somewhat similar circumstances may apply to one’s confessor... but a nun? Nah, not buying it.