For me is because of precision issues that varies depending on the rotation of the object and aggravates through scaling.
I started using the physics behavior and it's circular collision, but since it lacks the feature to disable collisions in runtime I decided to do my own movement through events. Now the problem is not the inability to disable collisions anymore, but the fact that I can't check for circular collisions.
In another project is a different situation. I used the physics behavior with circular collision and test for collisions with other objects to apply forces. The problem is that when you use Is Overlapping or On Collision it checks for collision using the sprite's collision polygon, but in the same time the physics behavior is using circular collision to interact with other objects. This difference between the collision models, where the space the object occupies is different than the check space, generate errors and unexpected movement.
Anyway, just wanted to make you aware of the problems I'm having.