Tied runners are less strong because webbing (or ropes or whatever) are weakened by knots. I don't know about webbing, but the loss of strength of a rope by putting a knot in it is usually about 30%. If we assume that is approximately true for webbing as well, then webbing rated to 25kN would fail at 17.5kN in tied sling form; still plenty strong enough. For reference, a "typical" lead fall will only generate 4-6kN, though higher forces are obviously possible.
My main objection to tied slings is their bulkiness, the inconvenience of the knot getting hung up on stuff, the (slight) chance that they could come untied, and their weight.
The new generation of skinny slings (8-10mm) are very sleek and lightweight. Very nice. Once you've handled and used them, its hard to imagine going back to tied slings.
If you are short on cash or happy with tied slings, stick with them. They are not unsafe. Just periodically check your knots to make sure they aren't "creeping" (tails getting shorter) which could lead to them coming untied at an inopportune time.
I usually carry about 30' of 5-6mm cordelette for building anchors, slinging big boulders, etc. I'd use that stuff if I needed to bail off a route or rebuild a rap station. On infrequently traveled routes, I generally bring a bit more cheap webbing or cord that I wouldn't mind leaving behind.