That's the problem: merge-mining means there's zero cost to attacking a sidechain. Of course, people like to invoke economic incentives here and say there's opportunity cost with the idea that the sidechain will pay ongoing fees or something. But this is a very untested idea to put it charitably - keeping Bitcoin itself secure with only fees is widely considered to be an unsolved problem, and that problem doesn't have a reward in the form of a bunch of 2-way-pegged Bitcoins waiting to be stolen.

Ultimately I think media coverage of this is really misunderstanding how sidechains are very far from a proven idea, except in the centralized model where you trust someone to maintain the sidechain. Equally it's pretty clear that they have a high risk of making the incentives behind Bitcoin mining even further tilted towards centralization of hashing power.

I feel that the other side: zero cost to protect a sidechain, is a much bigger benefit. Presumably, the sidechain has mining rewards as well, which devalue the amount of BTC you get when going back to the main chain.