1. It's heavy. In fact it's so heavy that it's sometimes (mostly? don't have a source at hand) more environment-friendly to reuse plastic bottles than driving all that weight around. Obviously, the weight also makes it inconvenient, e.g. if you don't have a car you have to put that on your bicycle and/or lift it to the next public transit station.

2. It can break more easily. If it breaks, you can cut yourself on it. You can also cut others which is why those bottles are prohibited at some places with security controls or some workplaces.