Well the major problem we have with waste in space is that although space seems so unimaginably huge, the region around our planet is already really crowed with parts of destroyed rocket stages etc., the so called "space debris". This space debris can be very dangerous, because if it hits a satellite, or even worse, a manned vehicle such as the ISS in space, the impact might have so much energy, that parts of the station can be destroyed or damaged. That is why we must do everything to avoid new space debris.
And as you can imagine, a whole spacecraft might be even a little more dangerous than smaller particles. ...
Another reason is, that if you would like to dispose ATV somewhere in space, you would have also have to carry a lot of fuel into orbit, so you could still boost ATV away from earth. However, in that case you could carry less payload into orbit.
Also, ATV is used as a refuse lorry, so the astronauts put all their waste into ATV and after some time, ATV undocks from ISS and deorbits, so all waste burns up in the atmosphere, leaving almost no traces.
There might be more reasons but I think these are the most striking ones!