The problem of using modules on a final product.

Hi all!,
I'm working on a gadget, and I'm almost ready to create the PCB.
I have read many engineers talk about the inconvenience of using an arduino in the final product. My question is, why?
I mean that if I analyze costs, it is cheaper to use an already manufactured Arduino board and modules with the necessary sensors.
What problems can we encounter when developing a final product like this?

For example:
-Arduino Nano...............1,7€
-nRFL2401+ module......0,6€

If we make the PCB and order the manufacture, I think it will be much more expensiva than simply create a PCB and include the modules.

What do you think?

Unless you are making thousands custom PCBs are very expensive and can have long lead times so off-the-shelf products are an alternative, e.g. I have used Microchip Explorer 16 boards in final product where only a small number were built.
If you have to stack an Arduino plus a number of shields to obtain the required specification interconnections may prove unreliable and you may have power supply problems.
However, there are many Arduino products and similar systems with a processor and on board peripherals which may be used in a final product, e.g. at the moment we evaluating the Adafruit Feather M0 which has a ATSAMD21G18 processor and onboard Lora transciver.

In practice one may use an Arduino for initial product testing and evaluation then move on to a custom PCB

in your application you could make a simple PCB which contains your specific IO requirements and solder a Nano onto the PCB to do the processing

Pepeillo:
What problems can we encounter when developing a final product like this?

Plug-in connections can be less reliable than soldered joints, especially if the product is subject to rough handling. On the other hand every PC and mobile phone on the planet relies on plug-in connections. The trick is to implement a reliable connection system.

If the modules are convenient and cost effective (convenience and cost effectiveness are closely linked) and you assess the reliability to be adequate I see no reason not to use modules.

...R

A lot of 'modules' use 0.1" pin headers, so you have a choice of plugging them into sockets on a PCB or just soldering in direct with the pin headers.

Looking at the prices you have quoted, perhaps the real issue is do the customers of your gadget expect you to be using potentially fake\dodgy parts from China, or do they not care ?

Pepeillo:
What problems can we encounter when developing a final product like this?

Depends where in the World you are, the rules and regulations around selling products with radio transmitters vary a lot.