There is one BIG disadvantage to letting canisters hold neurons and that is neuron markets that have the ability(note: not a guarantee, but a valid attack vector) to break the fundamental assumption of NNS governance: “skin in the game”. I’ve written ad nauseam about it elsewhere and won’t repeat the arguments here.
But there is no reason that you can’t let whitelisted canisters hold them. Blackholed and/or DAO Horizoned canisters should be able to hold neurons. This does not seem like a difficult feature to add given that a new proposal type mirroring named neuron could be added that stores whitelisted canisters at an address and at https://github.com/dfinity/ic/blob/e89564adda6ca8588f29780d9dfd7b8512e19f8c/rs/nns/governance/src/governance.rs#L2037 you could update to.
if !neuron.controller.unwrap().is_self_authenticating() and !canister_whitelist.contains(neruon.controller)) {
You could even auto-add SNS-controlled canisters to the whitelist without a proposal by verifying that they were only controlled by the SNS.