Here are a few I've heard of:
-The ink is inferior quality to the ink from a replacement cartridge.
-They are prone to air locks
-They are big and you need somewhere to put them, where the won't fall
-They can be knocked over and spill, leaving stains that are nearly impossible remove!
-They sometimes interfere with the printer mechanism, particularly in the case of printers where the cartridge moves with the head.
I don't know how many of these are true, but these are the ones I've heard!