Any reasons NOT to write self testing Python code?

Whilst writing tests I was giving considerable thought to the question of how to ensure I have tests for every class in my application.

It occurred to me that maybe I should just put the test code into the classes, thereby making it obvious that each class has a test and vice versa.

I found that this is called "self testing code" http://ift.tt/1uTPOvW

So of course in software development there's always going to be plenty of people who say THAT'S A TERRIBLE WAY TO PROGRAM, YOU CAN'T DO THAT! I'm interested in hearing what the naysayers have to say about writing self testing classes in Python. What are the reasons its a bad idea?

thanks!

class MyOperation():

    def some_useful_function(self):
         # do some useful function

    def some_other_function(self):
         # do some other function

    class Test_MyOperation():

        def test_something(self):
            # some test code
            assert(True)

        def test_something_else(self):
            # some more test code
            assert(True)