I happened to answer a similar question to yours yesterday. The short of it is because the connotation comes from the Jonestown mass deaths, in which over 918 people died, some through murder and some through suicide. Popular memory has it that the people in the Jonestown settlement who died committed mass suicide, and that they were brainwashed sheep (especially since no one actually tipped the vat of cyanide and tranquilizer laced Flavor-Aid). The truth is more complicated than that (see the linked post), but that's basically why the phrase has such a connotation.