I have fifteen or twenty CFLs waiting for the time that the periodic free drop-off site in the State Fair parking lot lines up with when I'm in town. Yes, they are bad. I went through an unfortunate phase of thinking they were good from about 2002-2008. Then I switched to a mix of incandescent and LED, and just as my last CFL died, I moved to new apartments where the landlords had installed all CFLs. At least I don't have any on the shelf anymore, just ones securely in service. (They only break and release mercury when you handle them, so these only have one handling left.)

I suspect that LED bulbs are not fundamentally hazardous waste, but rather there are so many varieties that pack in unnecessary electronics (so you can control them with your phone or whatever) that they have to tell you that they are all hazardous. As far as I understand it, the actual diode that emits light is pretty benign. I could be wrong.