Here's why:
* "Muszę być głupi" means "I must be stupid".
* "Głupim bycie nie jest złe" is grammatically incorrect. It seems like an attempt to say "Being stupid is not bad", but the word order and structure are off.
Here's how you could say "Being stupid is not bad" in Polish:
* "Bycie głupim nie jest złe."
* "Nie jest złe być głupim."
"Muszę być głupi" is the correct translation for "I must be stupid" and is grammatically correct in Polish.