Hardware support: mostly cards from various vendors who won't release open specs. Like Adaptec, nVidia, et al. For Linux you get vendor blob drivers or quote open source unquote drivers written under NDA in which the actual functionality is obscured. Or various things on laptops don't work, or whatever. These limitations are not much problem for me, but they bother some people. If I build a server I spec it out with compatible hardware. No big deal.
For many applications none of the above matters, or matters a lot less than the benefits gained. I like OpenBSD and use it for servers and workstations. OpenBSD has pros and cons, like any OS. For my usage, the pros are a long list and the cons don't matter much. But if I were tasked with building a processing farm with tons of cores and memory to run a massively threaded crunching program then I'd pick something else. But I'd still keep the farm walled off behind OpenBSD.
those are both really vague. what doesn't work and what is missing that anyone really cares about?