The big thing is 3rd party vendor support, for even ubiquitous things like broadband, or devices like printers, video cards, wifi, memory sticks, cameras, etc. Many of these are not officially supported, have varying degrees of usability under linux (usually pretty terrible).
As much as I like free software, it doesn't jive with propietary formats like DVD css, mp3, and others. Makes it a hassle, or even legally shady to get these working.
Per buck you get more computing action with the small computer. -- R.W. Hamming