This is gonna be an unpopular opinion but I have a few gripes with mouse and key board.
1, is uniformity. Meaning all mouses have different weights and sensitivities and accuracy. And if you want to game well you'll probably have to invest in a gaming mouse with the right weight for you. Ergonomics and accuracy. Where as consoles you all start with the same controller
2, adjusting settings and 360 movement. I hate getting the acceleration the way i like and swiping and lifting or holding at the edge of the screen to do 360 movements. I realize the joysticks work the same way essentially. I just find holding a stick to the right to turn around to be less cumbersome than lifting and dragging or holding at the appropriate edge of the screen.
3, arrows keys. While the mouse gives you a greater degree of accuracy. The arrow keys limit your lateral movements to essentially an 8 way directional pad. Think Cbuttons on 64. Im sure there is some sort of thumb stick to use in conjunction with the mouse. But again that's even more investment.
4, they gonna hate this one. But I think the mouse is accurate to the point where I actually don't like it. Sounds dumb but to me it's almost too easy to just point and click on things. Technically it's better but for some reason I prefer the mastery of the sticks. I just feel like point and click is borderline easy mode for FPS. I know games like BF4 have recoil bullet spread and drop etc. I still just never got the same gratification from point and click shooting.