It seems that XSLoader is easier to use than DynaLoader...

XSLoader is admittedly simpler(dumber), but that doesn't translate into easier to use (its not). I doubt anyone who uses DynaLoader (in my experience the majority of users, very few use XSLoader) actually had to write any code to use DynaLoader, as h2xs will do it for you. I also doubt any of them ever read the DynaLoader documentation and/or are aware of how "complicated" it is (its not).

...i would like to know what features XSLoader lacks, when compared to DynaLoader.

If you read the documentation for both modules, that is easily apparent.