Just 'cause we love them doesn't mean they're perfect.
Atari 7800: Having to manhandle the console to remove a  cartridge.
VIC-20: Cartridge port at back of computer; extremely tight cart port.
Intellivision, Studio II, Astrocade: Brushed aluminum panels are scratch magnets.
Channel F, Astrocade: Controller/cartridge storage lids invariably have "cord melt" or extensive scuffing and scratching.
DINA: Composite mod and controller extension cords basically required; upside-down Parker Bros. labels.
TI-99/4a: Keyboard has only about 11 keys, each with 7 shift functions. (I exaggerate, but only just.)
Pong systems in general: They're so fun to collect, but there's so little reason to do so.