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Every compressed-gas duster (including Dust Destroyer and Dust-Off brands) contains, among others, the following warning:
Never use on camera mirrors.
What is the potential risk here? I've used compressed-gas dusters directly on the sensor before, which can be risky (if liquid propellent sprays out, wet cleaning becomes necessary—then again, if it won't come off using such a duster, you'd need to wet-clean anyway). However, why is it specifically not recommended on an SLR mirror?
Reflex mirrors are front-silvered (first surface mirrors) in order to avoid secondary or "ghost" reflections. A thin layer of aluminum (or aluminium, depending on where it's done) is evaporated and vacuum-deposited on the surface of the (usually) glass substrate. "Thin" doesn't really begin to describe it; the aluminum film is only a few atoms thick, and part of that film oxydizes almost immediately to a clear sapphire coating.
That thin film is relatively easy to damage, as these things go. And that wouldn't necessarily be much of a problem — a few microscopic missing chips here and there won't affect the overall image much until there are a lot of them. The real problem is that aluminum sticks to itself a whole big bunch better than it sticks to smooth glass. That means that there is a severe danger of high-velocity, high-pressure air getting under the film through a small, naked-eye-invisible flaw in the film and lifting a larger and much more significant chunk of the aluminum off of the glass. It would be like peeling a Clementine or Mandarin orange — once you reach the threshold of force required to start the process, it doesn't take much to keep it going.
(On reflection — no pun intended — I suppose I should have described the process more correctly as "high-pressure, trapped air under the film, with high-velocity, lower-pressure exapanding air travelling over the film". This site is, after all, home to several people who want a technically precise explanation rather than the easier-to-visualize but less-precise one. Choose whichever picture helps you most.)
I'm not entirely sure if @StanRogers answer covers it entirely so I'll add this.
When you use compressed air canisters several things happen besides the blast of air which can (as Stan describes) remove things like the thin film coating.
First, the gas, stored under pressure expands quickly, this gas expands because its heating up and has room (less pressure) to move, therefore changing phase. Gas that expands rapidly takes heat away from its surroundings very quickly in order to do that. So what your essentially doing is drawing heat away very quickly which is what leads to the liquid state you describe in your question.
If you invert the can (or shake it) and spray onto a piece of black leather or something, you'll notice a pool of something that looks like water that evaporates very quickly and leaves a white residue. The liquid is the gas (and propellant depending on brand) which boils and turns to air. The white residue is condensed moisture (aka ice!).
Now, the important thing about most materials is that they don't like thermal shock, things that are a few atoms thick and crystalline (like sapphire!) especially dislike thermal shock. So, if you suddenly drop and the temperature can reach −50 °C!! This could potentially damage the coating and the glass and at the very least weaken the structure. So if you follow it up with a hard blast of air, that could be what it needs to catastrophically fail.
Hopefully that helps!
