Book of Gabriel - Chapter 6, Verse 51: "What you need to recognize in this is that Mafia is a game of information. How that information is controlled is usually what seperates winning from losing. Town need to find who is trying to manipulate information to mislead them, and Scum need to manipulate information in a way that makes it hard for the Town to recognize that the information is manipulated.
Claiming is just one of many sources of information. When the Town asks a player to claim, the risks in doing so are that it provides information to Scum as to who is what role, and who needs to be killing in the Night Phase. This is why claiming should be done in a restricted way, such as only a couple of players who are candidates for a Lynch each Day Phase. Reveal too much information too soon and the game becomes very hard for the Town. However, refusing to claim in the face of this does not save anything. If one refuses to claim, they will instead be lynched. A lynched Town role, is worse than a Town role that is exposed. Because the Town only have a finite amount of mislynches before they lose the game.
As Town, when asked to claim by a clear consensus, one should always oblige, for this very reason. If you happen to be a strong role, at the very least you will be forcing Scum to use resources to handle you, such as kills or roleblocks. If you refuse to claim because you worry you'll be exposing information to scum, then your role will be dead, which is a win for scum, it will be dead through them having not had to use any resources on achieving that, which is another win for Scum, and you would be a mislynch, which is yet another win for scum. Thus, refusing to claim in this context is play that is only helping Scum, and hurting Town. Phrased alternatively, you could say it is playing against the Town win-condition.
Understanding this concept is crucial to doing well in games that allow claiming, otherwise you will only be in for a frustrating time."