I'm not an engineer but as I understand it: They are harder to make than a traditional windmill. Mechanically probably wasn't the best word to use I guess, at least for most designs.
Because money/practical limitations: It costs more to make them and in ye olden times I'm not sure they had the technology to make a reliable vertical axis turbine.
They do exist these days, but aren't as common because they're more expensive and complicated (which also means more maintenance, which further adds to the long-term cost).
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