Concrete examples have been asked for, these are a few I can think of. Most of them are quite unlikely to change any time soon, but they are real problems none the less. If some would call me a zealot for being annoyed by some of these issues, so be it, I do not see myself as one. In fact I very much appreciate what Nokia is doing. The N900 looks like a big step in the right direction.

Component: (closed parts of the) Maemo SDK (liblocation, libcityinfo)
Reason: Developers are free to make open source software that relies on these libraries, but if Nokia decides no longer to support them or not to compile them for new devices, your program won't run on them.

Component: hardware support: (fmtx-middleware, location-daemon, libbmeipc0, libgles1)
Reason(s): First, Linux is not the only open source OS out there. Some people may want to run something else on the hardware they paid for. Without open drivers or open specs, this is impossible to do without losing functionality.
Second, the closed source software may not have all the functionality you would like. For example, right now there is a discussion on the Openmoko community list about improving GPS accuracy with EGNOS. I'm not sure how well this will work out, but at least it's possible with open source. Another example would be the RX part of the FM system.

Component: Adobe Flash player
Reason: If Adobe Flash would be open source (I know, I know,...), we wouldn't have to wait until Adobe decides to compile the new version of Flash for Maemo. Compare that to the open HTML standard. As soon as Firefox has support for the latest improvements, you are free to take the source and compile it for your platform.