The problem is that there are also lighter elements (like astatine) that decay so fast we can't make enough at one time to even know what it looks like. Randall Munroe of XKCD gave a google talk where he covered the problems you would have if you tried to assemble all of the elements, and the problems really maximize around the time of astatine, which he described as the element which maximizes the amount of paperwork you'd have to do. The explosion of heat and radiation from a chunk of astatine would be too large to sweep under the rug as a little woopsie, but not large enough to wipe out your whole neighborhood or city so that there would be no one left to submit paperwork to.