Regarding hypothermia, why is it important for a first aid measure to rewarm SLOWLY?

As already stated, you have a build up of lactic acid which could cause an insult on the heart if too high. Furthermore, by warming up too fast it could lead to shock. Cardiac fibrillation may result in this case too. If you rewarm the extremities too fast you can cause vasodilation, which in turn returns cool blood to an already cold body core of blood. This results in a drop in temperature which could again lead to a cardiac insult and fibrillation.

It's all about chemistry and a build up of a substance called lactic acid that is a byproduct of muscle respiration (activity). When muscle is re-warmed after hypothermia - the lactic acid release can cause serious metabolic abnormalities that can lead to serious heart rhythm problems as well as kidney and liver failure. Slowly rewarming allows for normal metabolic processes to eliminate the LA from the blood stream.

Dramatic shifts in temperature could give you a heart attack

For the prevention of shock....

The shift in temperature can cause shock which can be fatal.

When you have hypothermia the bloodvessels in your extremities vasoconstrict to keep your core temperature warmer. It you were to rapidly warm the blood vessels would rapidly vasodilate causing a drop in blood pressure. Im rusty in this area but this is what came to mind.