I got curious, so I looked to Wikipedia. They have an extensive write-up. Here are some relevant bits:

The New Age phenomenon has proved difficult to define,[2] with much scholarly disagreement as to its scope.[3] The scholars Steven J. Sutcliffe and Ingvild Sælid Gilhus have even suggested that it remains "among the most disputed of categories in the study of religion".[4]

The scholar of religion Paul Heelas characterised the New Age as "an eclectic hotch-potch of beliefs, practices, and ways of life" which can be identified as a singular phenomenon through their use of "the same (or very similar) lingua franca to do with the human (and planetary) condition and how it can be transformed".[5] Similarly, the historian of religion Olav Hammer termed it "a common denominator for a variety of quite divergent contemporary popular practices and beliefs" which have emerged since the late 1970s and which are "largely united by historical links, a shared discourse and an air de famille".[6] According to Hammer, this New Age was a "fluid and fuzzy cultic milieu".[7] The sociologist of religion Michael York described the New Age as "an umbrella term that includes a great variety of groups and identities" but which are united by their "expectation of a major and universal change being primarily founded on the individual and collective development of human potential".[8]

The scholar of religion Wouter Hanegraaff adopted a different approach by asserting that "New Age" was "a label attached indiscriminately to whatever seems to fit it" and that as a result it "means very different things to different people".[9] He thus argued against the idea that the New Age could be considered "a unified ideology or Weltanschauung",[10] although he believed that it could be considered a "more of less unified "movement"".[11] Conversely, various other scholars have suggested that the New Age is insufficiently homogenous to be regarded as a singular movement.[12] As a replacement term, the sociologist of religion Steven Bruce suggested that New Age was better seen as a milieu,[13] while scholar of religion George D. Chryssides suggested that it could be understood as "a counter-cultural Zeitgeist".[14]

These definitions I find illustrate exactly the problem, of how people just don't 'get' New Age. To me, New Age is religion a la carte. What this means is that the most revolutionary thing about New Age is that it discards the old idea that religions come to you as a complete and self-contained system that you must adhere to. Instead, it means the individual is free to make their own religion from whatever source they want.

Wicca is actually related in that what we know of as Wicca is a modern invention, though it too is subject to evolution, though in group terms. Again from Wikipedia:

Wicca (English: /ˈwɪkə/), also termed Pagan Witchcraft, is a contemporary Pagan new religious movement. It was developed in England during the first half of the 20th century and was introduced to the public in 1954 by Gerald Gardner, a retired British civil servant. Wicca draws upon a diverse set of ancient pagan and 20th century hermetic motifs for its theological structure and ritual practices.

Wicca has no central authority. Its traditional core beliefs, principles and practices were originally outlined in the 1940s and 1950s by Gardner and Doreen Valiente, both in published books as well as in secret written and oral teachings passed along to their initiates. There are many variations on the core structure, and the religion grows and evolves over time. It is divided into a number of diverse lineages, sects and denominations, referred to as traditions, each with its own organizational structure and level of centralisation. Due to its decentralized nature, there is some disagreement over what actually constitutes Wicca. Some traditions, collectively referred to as British Traditional Wicca, strictly follow the initiatory lineage of Gardner and consider the term Wicca to apply only to similar traditions, but not to newer, eclectic traditions.

New Age simply continues the trend to it's ultimate form - people simply make up their own religions as individuals. A big part of the problem of defining New Age comes from scholars who still have the old mind-set, thinking that it must be some sort of religio-social movement with common themes and authority - but that's not what it's really about. Yes, there are some New Age groups - and those are New Agers that prefer to be part of a group. But, by and large, the real defining characteristic of the 'New Age' is that it is perfectly fine to be completely on your own.

So I'm still wondering - Why is that bad?