They do get warm so having them on the dash would either require some forced air cooling or a different mounting system. Paired with a webcam they let you reproduce the 'put a controller on anything'  stuff that Microsoft showed off.
In some places, certain "traffic aides" are outlawed E.G. Radar detectors. While it could be argued that this doesn't help you evade police, the fact that it's an extraneous (potentially distracting) "thing" attached to the windshield could be a legal hiccup.
I think future versions will have the device embedded directly into the dash and fastened someway to prevent dislodging in a crash. There are polycarbonates that can take the place of glass to serve as both projection surface and combiner (though these might be pricey).
Once attached using solvent, these are very sturdy. So sturdy, in fact, that they're used in high capacity fish tanks.
For a poor, but effortless, way to try out a HUD, the OBD app Torque has a HUD mode that inverts the display. Put your phone on your dashboard while driving at night, and you get a HUD-like effect (with a different focal plane).
(that said, I bet it works great. A movie in the mirror is still a movie)
I'm still working on this project, and I hope to solve this issue in a future design. Any suggestions on how to securely mount the glass without obstructive supports?