There is, the architecture is not made with the modern-day world in mind: an X11 application can read all keystrokes, mouse event, and do screen grabs of other windows. An X11 application can emulate your screen locker to grab your credentials. X11 does not support different scaling on different monitors that are connected to your computer.
I like that because I use key desktop macros heavily.
> and do screen grabs of other windows.
I like that since it enables me to make screen shots of any application.
> X11 does not support different scaling on different monitors that are connected to your computer.
I use two monitors with different resolutions, one horizontal, and one in portrait mode. They work perfectly, also with virtual screens. What you possibly mean is that X doesn't support that by default. Nevertheless, it's possible if the graphics vendor provides appropriate drivers.