Sodium-ion batteries have a lower voltage (2.5V) than lithium-ion batteries (3.7V), which means they may not be suitable for high-power applications that require a lot of energy to be delivered quickly.
They have a slower charge/discharge rate than lithium-ion batteries, which may not be suitable for applications that require a lot of power to be delivered quickly (such as electric vehicles).
Sodium-ion batteries still have limited charge cycles before the battery begins to degrade, and some lithium-ion battery chemistries (such as LiFeP04) can reach 10,000 cycles before degrading.
Also if im reading this right from Wikipedia Sodium weighs about 3x as much as Lithium. One of the biggest benefits of Lithium is that it's very lightweight compared to other battery technologies and this is especially crucial for mobile devices. I use Lithium AA battery in my mouse for this very reason compared to standard Alkaline AA.