The most striking example is the New-AdvancedSetting cmdlet which doesn't allow to create a new advanced settings for an ESXi node.
You get the message "VMHosts do not support adding new advanced settings" when you try.
And you are forced to use the esxcfg-advcfg command with the -A option.
Btw, it would be nice if the Help for the New-AdvancedSetting cmdlet mentioned that limitation a bit more explicitly.
We will certainly revisit this if APIs become public.