Heard Island is in the middle of the ocean, between Australia and Antarctica. So even if you were allowed to visit the island, it would be difficult to get there. But just why does the Australian government make it illegal for people to go to the island?
Heard Island is completely untouched by humans. And the government wants to keep it that way. Only by very remote methods does anyone know anything about the island. It is known that the animals that live on and around the island are unique to that area. There are two active volcanoes on the island, the tallest mountain in Australia, and a number of glaciers.
In other words, Heard Island is a beautiful pristine wilderness that has not had any contact with humans. In order to keep the island in this pristine setting, the government of Australia has made it illegal to visit the island.