I stopped using them because I think they are made from PVC or something similar, and PVC is not something I want to purchase or put on my wine. Personal choice, but I try to limit PVC, chrome, vinyl, and things of that sort because they are toxic to make.
I was using a kitchen pan with hot water to shrink the capsules onto my wine, and that concerned me as well, that something from the PVC would transfer to the stuff we use to cook food. Could have been solved with an extra pan but I decided to eliminate them all together.
They surely look nice but along with corks can't be recycled or reused the way all our bottles can be. Corks are essential but capsules are optional, so that was my thinking.