Waking a sleepwalker is bad?

[moonfall]

I was a little surprised I couldn't find info on this one. I've heard that waking a sleepwalker will cause them to go insane, but I'm guessing that it's just a UL.
I looked up the subject, and the site advised guiding the person back to bed or helping them finish whatever activity (cleaning, etc) they're doing. Is it unsafe to wake a sleepwalker, or is it just incredibly hard?