This is probably my biggest problem with the Harmony remotes—since there's no feedback, the state management gets out of sync. Which usually means drilling into the menus to get it back into sync or getting into the troubleshooting wizard and answering a bunch of yes/no questions.
After 3 different Harmony remotes this is really what killed it for me.
In an ideal world, this is where HDMI-CEC would come in. A device can broadcast requests up and down the chain based on remote inputs, so it can request different links be turned on (TV and/or AVR, for instance), handle switching inputs, and handle other elements like menu navigation and volume.
Sadly, the spec sucks and most OEMs don't ship fully-compatible equipment (for example, the PS3 reliably will not turn off my TV, but will turn off my AVR).
The Harmony approach is only a problem if you use other remotes at the same time. Even then it works out fine if the devices have "absolute" codes - eg separate codes for power on and power off, separate codes for each input (vs a "next input"). Many do have the codes, even if the remote control doesn't apparently show them.
Pressing the Help button usually recovers, asks if everything is ok, and if not asks about each item.
But given the choice between using 3 remotes (or 3 screens on a device like in the article), plus having to remember things (eg which inputs on receivers and TVs are correct), versus the occasional Harmony fail, the Harmony wins every time.
Admittedly I've also tended towards the lower end less complex models.
After 3 different Harmony remotes this is really what killed it for me.