Theory there is, with AC the stated peak voltage only occurs twice for a fraction of the cycle. With DC, the peak voltage is applied all the time causing the coil to overheat, then eventually burn out.
In an AC device with a coil and iron core there is inductive reactance that creates the necessary "impedance" (reactive resistance) in addition to the resistance of the wire to continuously limit the current. A DC device has inductive reactance only with the initial turn-on that limits the in-rush current and after that is dependant only on the resistance of the wire in the coil to limit the current.