Unless something has drastically changed in the past 5 odd years, Actual Geneticists (tm) happily use GWAS in many investigations of complex traits. They're often an early step in the overall pipeline in which they trawl for potential candidates for that target of interest, after which they go on to said more complex methods.

Why? You've already said so yourself. Those are expensive and tedious, and searching across the entire pool of human genetics with them is an exercise in futility.