The only real pros that I can think of when using DF POCOs compared to normal entities is that you're free to choose your data source. Well, you could also say that you're more flexible to customize how the various behaviors (lazy loading, navigation, validation, etc) are done but I'd say that's leaning towards the cons than the pros since they're not automatically generated.
The cons, i.e. the functionality that you lose, but of which you can implement yourself are:
(This is not a complete list but it should give you some general ideas)
1. Navigation including navigating to the related entities, lazy loading, etc.
2. Property interceptors
3. Validation including triggered validation. Instance verification will be run automatically on the server before save or whenever you decide to invoke them.
4. Querying including Linq Entity Queries.
6. Entity metadata
7. Sub-typed EntityManager for ease of querying
Hope this helps.