Well, the main thing people appear to dislike it is that everything is split into a million tabs. Also, copying units does not work the way you think it would.
As an example, the components of a goliath(click to enlarge):
In the bottom left is essentially a summary of all the objects that the editor detects are related. You can't change them from that part, but instead through the fields on the right. You can also add another tab in the lower left that when you click a specific thing in the list shows why it's there.
I collapsed the list for this picture because it's too long to fit in the tab without scrolling.
Explaining each group in order:
Abilities - As they are in WC3, except that basic orders like move and attack are also abilities.
Actors - Essentially like events for models. They decide the animations of your model.
Behaviors - Upgrades are applied through this. Also used for buffs.
Buttons - You have to define buttons separately from the abilities that use them. Very useful, but also more complex.
Effects - This is for all the components of abilities. Note that weapons also work by running an effect, which in turn can run other effects.
Models - The model for the unit itself, all its missiles and its various kinds of death.
Movers - Everything that moves can be modified. Missiles and units are the main things that have movers. This part here solves one of the major problems that WC3 had - projectile systems being slow. You don't need a projectile system in SC2 because it has Movers.
Requirements - Haven't touched this part. Probably works like WC3. On the goliath this decides whether the buttons for certain upgrades are greyed out on the unit.
Sounds - The actual sounds the unit uses. You can change their volume and pitch, but you need actors to actually apply them.
Turrets - Some units like the goliath have rotating weapons. This controls how much they can turn, how fast, etc. For turreted weapons you can also use this to limit their firing arc.
Units - Other units that are related to this unit. For the goliath the only other unit is their anti-air missile. (Yes, missiles are units too)
Upgrades - Pretty much the same as in WC3.
Weapons - Each weapon can be defined specifically. You can define their frontswing(preswing), backswing, firing duration(essentially time during which the attack has started, but can be cancelled), what they target, etc. Notably, you can make weapons that fire automatically and/or while moving and you can decide whether they share cooldown, among other things. Damage is not defined here, but you can say how many attacks it should display that it has and you can say which effect it takes the damage amount from(for display). Attack animations are not defined here, but by actors.
One type that goliaths don't have mentioned in the overview are validators. Essentially they are like conditions and you can use them to test a wide range of things. For instance, if you have an automatic weapon, you can use a validator to pick which targets it will shoot at.
Note that all of the categories above are separate object types. Each of them also has a tab where you can look at them specifically, but even by clicking on them in the lower left you can see and change all their data. The main reason to switch tabs is that you don't see the overview in the lower left for them like you see for the goliath in this case.
All those things are simple if explained, but the sheer amount of them makes the editor overwhelming for many people. Sure it makes sense that actors control animations, but how do you find out about them? The editor doesn't guide your hand, because you have to know where something is defined and to find that out you have to look at many things. What makes it harder is that although you can see descriptions for the fields ingame, some of them lack descriptions.
In the editor there are also many awesome things. You can make attacks cost mana, energy, shields, resources, a combination of them, have them spawn units, require charges, restore health/energy/shields by dealing/taking damage, etc. Most of those things are handled by simple fields on the units and weapons.
For instance, consider that the way carriers launch interceptors is done with a weapon. You can literally make a weapon that is a separate unit you can launch and that returns once it's done.
EDIT: Some ridiculous things people have done with only the data editor(Object editor):
Terran buildings ramming into colossi
Long-distance mining
The same uploader also has other ridiculous videos, like vipers pulling units into lava, overlords picking up enemy units(and dropping them into lava), ultralisks damaging burrowed units when they burrow, etc.
On my first day I changed goliaths so that they can use their missiles against ground too, but only while not attacking and semi-randomly. They can move while using missiles. I also made autocannon cost 5 energy and missiles cost 10 and that the energy of goliaths only regenerates while not taking damage. You can see what it's like by looking at Driveby Goliath Test in the arcade. (Uploaded in Europe only)