They get ink on your hands. It's easier to get caught when you're reading them on the job. You have to wait for them to be delivered or else leave home to go and get one.
Rupert has a near-monopoly on them in some places, notably Australia and the UK. He also exerts considerable influence in the US, which is why there is a hickey on his a$$ shaped like Donald Trump's lips.
The fact they coat $2 and have almost zero content and all long form pieces are gone from them as well. By and large they are just ad flyers you have to pay for. Which sucks because I always enjoyed reading the paper. Online doesn't cut it.