Sonar Violation: Security - Array is stored directly

There is a Sonar Violation:

Sonar Violation: Security - Array is stored directly

public void setMyArray(String[] myArray) { 
  this.myArray = myArray; 
} 

Solution:

public void setMyArray(String[] newMyArray) { 
  if(newMyArray == null) { 
    this.myArray = new String[0]; 
  } else { 
   this.myArray = Arrays.copyOf(newMyArray, newMyArray.length); 
  } 
}

But I wonder why ?