Elevators. I mean obviously there are significant structural concerns as well, but elevators are a big part of what makes building super-tall buildings uneconomic and impractical. The Elevator Conundrum, as Wikipedia dubs it (https://en.wikipedia.org/wiki/Skyscraper_design_and_construc...), means that as you build a taller building, you need more elevators to service the floors. More elevators take up more space, meaning less rentable space for occupants. While skylobbies, double-deck elevators, and other tricks can help, they don't eliminate the problem, especially since no one is willing to transfer elevators four times to get up/down. We also run into the issue of how to build a 10,000 foot elevator, which is so far outside the competence of manufacturers that it would represent a huge risk to the completion of the entire building project.

I am, of course, assuming you plan to build a useful tall building instead of an empty 10,000 foot tall shell for no particular reason.