I've had a few people ask me why I ported Leave Home to C++ DirectX8 on PC rather than release the XNA version on PC. The common perception seems to be that a releasable PC version comes for "free" when working with XNA.
Compatability
The test version and promo PC versions (built with XNA) had a high proportion of people say it didn't work on their machine, even after installing the correct .net and XNA. Possibly user error but this wouldn't be a problem for a DirectX8 app which would work out of the box.
Installer
XNA games require an up to date version of .net and the XNA game libraries to be installed. An installer with these things included was ~230MB. An installer that Visual Studio built for me (clickonce) that would download these things if the user didn't have them was ~50MB. The clickonce installer was also multiple files and so would have required another installer to pack the clickonce installer into one file. Alternatively pretty much everyone these days has DirectX8 (standard since windows98), the DirectX8 version I built was 7MB packaged in a zip: one exe (ready to run the game) and one dll (fmod audio).
Settings
I already had a good system for allowing the user to setup their window, resolution, aspect and input that I wrote for fren-ze (a before launch windows dialog). This annoying code would have had to be rewritten for the XNA version if I released that.