Security (they’re not IP thus not easily attackable) , standards compliance (what if Shelly goes out of business?), range (meshed, lower frequency=better range at least for ZWave) , power (anything you need to run on battery?) and of course it crowds your WiFi, resulting in more and more problems there.
A general remark, though: as this is not on OH but on home automation in general, please don’t post any more of these. And search the forum, many threads on this there already.