Thermal issues, they're not designed for 100% CPU usage for long periods. They may throttle and not catch fire, but they're also noisy at 100% CPU because they have a laptop cooling system. Please don't tell me about the redesigned cooling system on the new iMac Pro unless it's been proven to remain silent while, for example, building Qt from source.
Lack of storage. For my use case at least, which involves a lot of VMs and large source trees. Please don't suggest external storage boxes.
Shit video card for taking gaming breaks ;) Or the monitor is too big for the video card, I'm not sure. Please don't suggest a separate gaming PC, considering how much Macs cost they'd better play games well.