They are more expensive. Autoinjectors are way more complicated than a pill bottle. You also can't freeze them, but they should be kept in a fridge.
Manufacturing standards also have to be way higher. I have no problem trusting Novo Nordisk to manufacture injectors safely, but I won't trust a random manufacturer from India or China.
The risk of accidental infection from injection also is not neglibible.
Fair considerations, I just disagree that it makes injections inherently problematic for long term use. Primarily because I have doubts about the possibility of a pill that doesn't come with more side effects than an equivalent injectable.