Any time you have fly line doubled around itself, whether it be a welded loop or an albright knot you have double the weight at that point, as well. Not something I consider desirable.
With the slip-on line-to-leader connectors you have something which collects water inside the loop and it is bulky. Also, as mentioned, the risk of these pulling off is too great.
I nail knot a heavy piece of mono to the fly line and then tie a very small perfection loop in the end. This piece of mono is usually only a few inches long. Very small perfection loops, unlike larger loops, don't tend to get hung up in my guides.
Dave R.