The main issue with components is that you effectively get a new controller request with each component - so with a page with 3 components it's kinda like 4 requests in 1. This obviously present a performance issue.
Saying that, the main reasons components have fallen out of favour is firstly, they weren't extracted from a 'real-life' situation (unlike most other features) and secondly, you can achieve pretty much the same thing using before filters and helpers, but much more efficiently.
Having said that, I've no doubt someone is working on a plugin to support components in a nicer way.
Steve