For example, I can easily grab (what it thinks are) the top 10 most impactful missing indexes and create them. The big issue is that, well, they can be really dumb when looking at a macro level. Do I often query a 10 column table for 8 of the columns? It will likely recommend I index those 8 columns. In a vacuum that might be a great index for this specific query, but now I'm basically maintaining two copies of the full table.
To be able to weigh these pros and cons would be a really nice feat, then DBAs will have to abandon the "It Depends" mantra!