To be fair, there are so many other ways to play "ROMs"; I think this is just a different type of device (even though technically it may be doing something similar behind the scenes).
I don't really see lack of SD support as a failing, I think Atari was aiming for the console that many were asking for: A first-party 2600 replica that plays original carts on modern displays, with all functions controlled by hardware switches (as with the original) and no menu/settings/configuration to take you out of the experience.
Adding more support for problematic cartridges is the way to go here, and hopefully the Harmony cart can be better supported via an update, even if the full flashcart functionality isn't possible.