Epoch pretty much got it...

Inherently there is no real disadvantage of a MacPherson strut setup that is well desiged for the car versus a double wishbone SLA suspension. However, I would submit that the main reason a lot of sports/race cars use SLA is because it is very adjustable, and given the right setup you can change caster, camber, camber rate, kingpin axis, kingpin angle, etc. etc. independent of where the suspension and strut/shock mounts to the car by changing the ball joint locations. Also, things like anti-dive and anti-squat can be designed into these suspensions, which strut suspensions cannot do. In my experience, it is also easier to design an SLA suspension because you have so much room for correction.

I think strut suspensions typically get knocked because they tend to transmit more NVH into the body since the strut is a structural member of the car. Also, another issue is that since the wheel sort of swings from the lower arm on a strut suspension, there is no way to allow vertical movement of the wheel without movement of the tire patch laterally (this can be dialed out of an SLA setup). Both these effects, I think, tend to make the car feel less "planted." However, the strut suspensions tend to be cheaper to make and less intrusive into passenger cabin, which is why they are popular on a lot of cars.