Slightly more theft vulnerable

Can be kicked open, caught on yer shants (joke)

Relies on a multi faceted mechanical device where only threads are needed.

Isn't really faster is it>? Not for wheel adjustment & tensioning, not for me anyway, the wrench is a better handle.

Not track legal

Personally, lower profile components suit my aesthetic needs & wants better, bolts look keener for me. I use allen keys on geared bikes, that or lockable skewers, not just the work bike either. To me a road bike looks much better with allen key skewers than QR

edit- I do like the wingnut style QR from back before I was born, but only if the rest of the ride were tricked out with similar antique components