the biggest one for me is the lack of support for nested transactions
Which you can effectively accomplish in PostgreSQL with SAVEPOINTs. In fact, with those, you can have arbitrarily complicated nesting of "transactions", though that does start to smell a bit like a foot-gun pretty quickly.
http://www.postgresql.org/docs/current/static/sql-savepoint....
As just one example: "range locking". Look it up.