To me, the stickler always seems to revolve around with dealing with magic. D&D's default magic system is generally to flashy and powerful for "historical" games, where magic is hidden, restricted and/or difficult. It can be done, but as MGibster points out, there's other game systems that can handle it naturally where you don't have to throw out half of D&D's systems to get similar effects.I attempted an Ancient Greek campaign using one of the historical green books from 2nd edition AD&D. It didn't go very well as I don't think AD&D was well suited to that kind of thing. There are just too many changes one has to make and you get to the point where it no longer feels like you're playing D&D. So why bother using D&D at that point?
Though, Theros shows you can do history/real-world inspired campaigns if you're willing to bend to accept "magic is real" and "magic is common" of regular D&D play.