I'm sure there's more, but the most obvious is that they share one running kernel. So, one kernel exploit in one container means you now have all the running containers.
Linux containers run a new environment on top of the host's kernel. It's the same kernel in one container as another and the same as in the host. If you manage to break out of the namespace or otherwise exploit the kernel, you're already in some other container's business. Worse, there's a good chance you've exploited the kernel in a way that you can get all the other containers and the host all at once with one exploit.
That's not usually the case, though.
With containers, you get the kernel exploit, and you're in, for the most part.