Assuming that one just want to control a single power transistor or MOSFET with a microcontroller and that one is using an intermediary transistor(s) between the microcontroller and the power MOSFET to get the full range of allowed voltages to the gate. What are the issues of just using the analog output of a microcontroller to control a power transistor or MOSFET instead of using digital pins and PWM?
The problems are related to MOSFET gate trigger voltage, gate parasitic capacitance, and microcontroller output voltage level and current driving capability.
For switching "digital" mosfet direct connection will be fine, for driving IRF840 for example it won't do very well.
For driving power MOSFETS in high frequency PWM applications i strongly recommend using dedicated gate driver IC like MIC4428 or one of many similar ICs