Two that I've found:
1) Folder shortcuts aren't supported. They'll show in the browser and correctly identify as a .lnk, but once you go through them the contained files aren't recognised or supported - it's like the browser is just seeing aliases.
2) I can't access network drives that aren't already mounted. I can understand you might want to prevent this when editing with linked media volumes - to ensure reconnectivity when the project is next opened etc - but sometimes I just need access a file on the network to view/consolidate and I'd much rather be able to punch the ip address straight into Source Browser (like you used to be able to do), than go off and assign it a drive letter first.