Okay, the volume issue has been pretty well covered.
Pyrodex does have a higher ignition temperature. That is one of the reasons that the Hot Shot nipple was developed for more reliable ignition of Pyrodex. Some folks use a "magnum" cap to benefit from the higher temperature obtained from the extra priming. Others have used a nipple designed for musket caps (not necessary). In fact a nipple was designed to hold small pistol primers (really not necessary).
Whether you have problems with delays in ignition is dependent on the type of breech system you have. Some of the drum and nipple types have a very small flash channel and powder can bridge the flash channel and block the flash from the cap getting to the powder. As you see in above posts, methods can be used to get reliable ignition.
For me, the real drawback of Pyrodex and the other substitute powders is the light level of fouling compared to black powder fouling. Folks can be led to think that the light level of fouling means less rigorous cleaning. Pyrodex fouling is more corrosive than black powder fouling. Thorough cleaning is required and a good rust inhibiting lubricant is required for storage.
Substitutes are next to useless in flintlocks.
The only advantage the substitute powders have is that they can be purchased in regions where real black powder is not available for sale in the local gun shop.