Because of the extra complexity and cognitive overhead introduced by connect. It obscures the one-way dataflow in React in a similar way using 'context' does, making it less explicit. There are benefits, but I like being able to trace the flow of state through my app in the code.
Second and third points both concern performance. See my OP: it's a premature optimization. How many people honestly run into rendering performance issues when building a single page app? Why introduce extra complexity for performance you don't need?
Fourth point: no, I don't manually import the store into my components. My top level app component subscribes to the store (3-4 lines of code), and passes the data in the store down into its child components, including my routing component and all the rest. Most of them are dumb stateless functions that just render from their props and call the occasional action function.
Action functions themselves aren't on props and don't do any binding of any kind. They are just functions that provide a simple abstraction on top of store.dispatch. Again, simplicity.
Regarding confusing developers: I disagree with this statement 100%. We have two React apps at work, one that uses the simple approach without react-redux, and another that pulls in most of the usual ecosystem: react-redux, react-router, redux-form, and so on. The cognitive overhead is larger; reasoning about the code is harder; the greater number of libraries means we've had bugs in those libraries that cause difficult to solve problems.
It's just an opinion of mine, but in my experience, React and redux by themselves can get you a very long way before you need to pull in other libraries.