I don't like the way competitive games are made. Too many asymmetric loadouts and artificial disadvantages.
Simply put, I don't like disadvantages when there's already a direct one when the enemy has more skill than me. And it happens in most of Valve competitive games. It's the fantasy of steamrolling enemies that don't have the same advantages as you have.
To further explain my main issue I'll give some examples:
Counter strike: I don't like the way it is focused on in-game currency than pre-defined loadouts, specially in the CT perspective. The terrorists, having the one-tap-kill, 30 mag AK is cheap, effective at any range, and with very reasonable movility. The only other gun in the CT armory that can one shot like the AK does are the shotguns, at a very limiting range and slow firing rate (I'm excluding bolt action snipers because they lack the mobility aspect). Having control of the economy, say, being able to continously buy AKs when CTs are forced to buy, or foced to go eco, means that terrorists will get almost free winning rounds. I've experienced games in which the terrorist get a really high round advantage by headshotting CT's with AKs, and then they can't keep up as CT's since they no longer have their one shot wonder. I know the game is a strategy game first, but the focus on mecanical traning, including learning recoils, grenade throws, counter intuitive strafing and such, makes it sound like a hypocritical game loop if the game is skill-based and yet, punish you with lesser chances to beat the round.
Dota 2: Arbitrary balance, changing for the sake of change even if there are countless match combinations already, and the worst of all: Snowball effect. Akin to League of legends, where slow, old heroes can't keep up with fast, everdashing champions, Dota suffers from radical gameplay experiences with their static character selections. There are a lot of heroes that hit the spot on power fantasies (phantom assassin, juggernaut, invoker, ember spirit, storm, slark, to name a few) that basically tells you that you can't do anything to stop them when they get their window of opportunity. Being untargeteable, invincible, ever hitting wonder without the ability to counter these mechanics within reasonable time frames is incredibly fustrating. Specially in dota, which separates from Lol by having active countering items instead of passive onces, it should be expected to be play strategically around counterpicking, instead, it's a fustrating experience to take more team effort to kill some heroes than the average ones.
The last issue both games have is the advantage by hiding information. Pub stomping strategies exist because the pub stomper has an strategy unbeknownst to the enemy, and therefore, it's way to play around it is obscure. A lot of these strategies are basically impossible to figure out during normal matches.