Think about where the 20mA will flow: Into the micro, along the ground routing on die and finally along the internal ground wire to ground pin of package. While static 20mA DC would not make much trouble, it will if this current undergoes sudden changes. Then the whole ground routing inside chip package provides enough parasitic inductance to cause serious voltage drops, also called ground bounce. This need not to be problematic, if small packages are used, like PLCC or even SMD, or if only light loads are switched-on. But with DIL40 packages and with several LEDs switched-on simultaneously ground bounce can be quite enormeous and can cause the micro to run ill.

Kai