I'm the perfectionist kinda player, and I really like getting everything while playing, and therefore it's a major pain running around and keeping track of every single once-in-an-event-appearing things.
One good example is those things in Dali during the third disc, which in turn require lots of other items that you must get before the event in question.
It's kinda frustrating, I have to keep track of everything from great, selfmade lists, and STILL there's always the risk of missing something, be it a single weapon in some shop or some similar item.
I do see the charm in missable items, but I also think they're very irritating while aiming for a perfect game.