> The main thing is that obviously, you have to worry about the capture lifetime yourself
This is a big deal! The fact that the coroutine frame is kept alive and your state can just stay in local variables is one of the main selling points. I experienced this first-hand when I rewrote callback-style C++ ASIO code to the new coroutine style. No more [self=shared_from_this()] and other shenanigans!