I've tried this method before, and here's what I've run into in terms of problems:
1.) UV sensitive masks
As stated earlier in this thread, pre-cut boards can be/are expensive. And applying UV sensitive dry film can be a huge pain. And even if you get the film on, tiny air bubbles/ dust particles can really ruin your day. Also, you still have to dissolve the unexposed film away with harsh chemicals, most use sodium carbonate (lye), so you'll have to deal with that as well.
2.) Thru Holes
It's still a pain to do thru holes, just like more traditional exposure methods. Plating involves, you guessed it, more chemicals, and other methods limit what sizes of hole you can use (typically closer to the too big to do anything with)
3.) Focusing
If your board isn't perfectly aligned with your build surface/ UV exposure area, you get fuzzy edges on your exposure, which translates to uneven/ unpredictable copper deposition, which limits your minimum trace widths.
There's more, but those were the big three. What I've found is that, in practice, this method is just a *different* way of making a PCB, not really a faster way.
