For example, I really like AWS's security groups and ELBs. Those serve as my firewall and my load balancer and SSL terminator.
Replicating the application to another service means configuring and testing all that on my own.
If I use heroku and use their logging system, then replicating it to another provider means I need to be an rsyslog expert.
I don't really want to be an expert on rsyslog, postgresql configuration, floating IPs for HA LB, the best IO scheduler for file systems, etc. As someone who is in charge of all the sysadmin duties, and is solely responsible for writing all the business and db logic for several e-commerce sites, I want to spend my time on writing code. Not fucking around with figuring out the syntax for iptables.