HAProxy doesn't let you hot reload the config file. It lets you load it in a new process and takeover the listen sockets. That new process doesn't get the state from the old process. That probably isn't a big deal for many uses, but for others, it's a bigger problem.

If you're balancing traffic by session count, the new process doesn't know about the sessions in the old process (not sure if you can workaround this, it's not a problem I have, just something I'm aware of)

If you use source port ranges, the new process doesn't know what the old process is still using, so you get extra logs about ports in use, and extra CPU spent on syscalls to find free ports. For me, on a busy system, this makes it even busier for quite a few minutes before it slows down to normal again. I haven't looked at this API yet though to know if it will help for me.