pros/cons
The main issue is proof automation. Curry-Howard based provers (Coq, Agda, Lean etc) are nice for teaching but if you want to get work done (e.g. you want to verify an OS kernel), you need to automate as much as possible.
Isabelle/HOL currently has by far the most powerful automation. This is partly because, like Coq, it is an old system (unlike Lean and Agda) and lots of automation has been built in the past, but also because a lot of automation is much easier to adapt to provers based on classical logic (as opposed to the constructive logics that Curry-Howard needs (yes, I know that classical reasoning can be done within constructive logic)). Adapting proof automation that has been available for a while for Isabelle/HOL to Curry-Howard is at least in parts an open research problem. Lean has been created in parts because of the urgency of given Curry-Howard systems much better proof automation.There is an additional dimension which is strength of the logic at hand. The logics Coq, Lean et al are based on are more expressive in various dimensions. Whether that's relevant to your use case depends on what kind of maths you are trying to formalise. If it is higher category theory, it matters a great deal, for program verification it tends not to be important b/c most program verification can be done in rather weak logics.
This was a while back, maybe the problem has been solved now, I have not followed this field. But as far as I'm aware, the 'hammering' approach to proof automation that has been working well with Isabelle/HOL has been successfully ported to Coq/Agda etc.
- Existing automatic theorem provers often produced non-constructive proofs.
- Existing automatic theorem provers are mostly for FOL, so the gap to the much more powerful logics of Curry-Howard based provers is bigger than with weaker systems.
Have both problems been solved comprehensively as of January 2020?
As an aside, since Coq is the only theorem proving language I know well, I am curious what the pros/cons are as compared to Isabelle/HOL, F*, Lean, etc. Coq has been around for a while, but I keep seeing new theorem provers pop up. What are the alleged weaknesses of Coq that other languages are trying to fix?