In these notes one can read on page $5$: "it may seem surprising, but one cannot define left $D$-modules for non-smooth schemes". Could someone elaborate on it?
If I'm not mistaken, to define $D$-modules on a singular scheme $Z$, we embed $Z$ into a smooth scheme $Z$ and then define the $D$-modules on $Z$ to be the full subcategory of $D$-modules on $X$ with support in $Z$. Why this definition makes sense for right $D$-modules but not left $D$-modules?