Sure, they bring some complexity. Instead of just driving some pins you now need a display library and at least some bitmap font. But they provide a lot more fidelity, are vastly more readable, and fail in more obvious ways without needing periodic test patterns (the flashing 8's or snakes mentioned in the paper so you can detect failed segments)
For larger displays the choice becomes more interesting between OLED, LED matrices or 16 segment displays, but for small devices like those shown in the paper cheap OLEDs make the choice easy