I mean other then fueling an artificial collectors market that's begging for a future crash?
The fact that you never seem to get the cover you actually want. My rule is, I want the cover that the interior artist drew (usually the 'A' Cover). But companies like IDW, Dynamite, and Boom (the biggest culprits in my experience) don't let you order the specific cover you want. You just order the issue, and they send your local shop a random batch of comics with random covers, and you're lucky to get the one you actually want. And if your shop is only ordering the comic you yourself ordered the odds are you are not going to get the one you want. Especially when these comics have in upwards of 5+ randomly assorted variants.
Dark Horse has it right, when they offer variants, they just let you order the one you want. No muss, no fuss. Image too (for the most part).
Anyone else frustrated by this practice? [/firstworldproblems]