Not only do the handy internal configuration tools for “quick customization” give clients every opportunity to break their own sites, they carry a lot of overhead. Your CSS files will be bloated as you are always offering the code for two column, three column and six or seven different colours.
The upshot is that these themes are generally not coded for best loading time. They have to include and do so many things (CSS, JS, queries) to cover all the possible combinations due to their huge set of features, every time you open a page, regardless whether you use these features or not!
It’s not that having plenty of features is bad. It’s the inefficiency that can be disadvantageous to the end users.