They have a often have a latency of 1500+ milliseconds due to the fact that they have to encode/decode the video stream. It causes it to be a configuration nightmare with streaming because you have to sync up everything else you're compositing or recording to it. If you have a mic, you have to configure delay for it, if you have a webcam you have to configure delay for it. Then some people want to sync up their desktop sound with it, which has to also be configured for it. Then some USB 2.0 devices tend to have gradual desyncing, which means that the stuff you tried to sync up with it can go out of sync in that case. It's a nightmare, and I just want to avoid new users from making the same mistake.
If you are on a desktop PC and want to capture HDMI, buy an internal card. If you're on a laptop, get a USB 3.0 device if you can afford it if your laptop has any USB 3.0 ports.