They are a lot less rigid. A convertible won’t have a b-pillar so to get similar structural rigidity you have to brace the frame with cross members to make up for the fact that the roof is not providing any structural support. This is, assuming of course, we are talking about a unibody constructed car.
People mentioned that the b pillar is good for helping you not die in a rollover, that is true. However, you don’t need a b pillar for that, modern convertibles have things that are similar to rollover cages that go behind the driver’s head so if you do end up wrong side up the weight of the car doesn’t crush your head.
Additionally, hanging rear doors is trivial if you have a b pillar, a huge pain if you have to rear or top hinge them. It is why there are so very few 4 door convertibles. It isn’t impossible to build, but the juice isn’t worth the squeeze.
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