It cannot keep track of what messages you have read, often you need to read the same messages twice. The set of emojis is limited (could be deemed a childish problem, but with 100% remote team emojis are important to have some fun). The layout of threads sucks, sometimes you have only a small side panel to work with. When you want to delete old notifications, it sometimes just says "Cannot delete".
It't the worst application I have to use at work. As soon as I have the possibility I will join a company again hat uses Zulip. Unfortunately those are rare.