Crossed roller bearings inherently have more load capacity than ball slides because of the line contact between each roller and the raceway, as illustrated in the following figure.
However, ball slides still have the advantage of being self-cleaning, so that crossed roller bearings (CRB's) need to be carefully isolated from dust and debris. Debris which settles on the raceways or rollers is compacted by the roller instead of being driven away from the interface, and damage to the roller and raceway surface results. Protection of CRB moving parts is often accomplished through accordion-type shields that envelope the slide.
Regarding the mechanical construction of a crossed roller slide rail, rollers are alternately turned ninety degrees and are canted so that loads from all directions can be supported. CRB's can be thought of as the linear analog of tapered rotary roller bearings.