It's been an issue for me. I wanted to make a battery-powered sensor that would only enable the wifi hardware when the sensor had changed (to maximise battery life) - but the closed-source firmware means that's not possible.

Also, some of the SSL support is in the closed-source firmware, and it's incompatible with Mozilla's 'Modern Compatibility' ciphersuite list.

I used the ESP8266 anyway - it's not ideal, but for my application it was the best thing available. There's room for improvement, though.