bulky and heavy - unless they are hiking swags, they will take up a LOT of room on your vehicle and are way too heavy to hike with
need extra gear to make them comfortable in the rain:
a stretcher bed to get them off the ground is preferred by many, whilst others will just use a ground sheet
a tarp or vehicle awning to protect from rain or sun
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there is very limited headroom so you will need to get changed horizontally as you may not be able to sit up in many of them
can take a long time to dry out once wet
can be a major risk of being run over by a vehicle at night hence choice of camp site is important
ground water flooding can enter swag more easily than most tents as their bucket wall of the floor is not as high
some may find them claustrophobic, especially the traditional swag designs
many are not freestanding and must be pegged out via guy ropes at each end
generally need to be seasoned to make them more waterproof
many are not as waterproof as you may need them to be even with seasoning
they can get very muddy on wet ground - some use a ground sheet to protect them.
if you want to replace the mattress with a better thicker one, it may need to be rolled up separately
most are too hot to be in during the day unless they are under the shade of an awning or tarp
some bags are not large enough to roll up your bedding which sort of defeats the purpose of having a roll up swag
they are too bulky to take a backup one in case of failure - unlike hiking tents