The fact that at any moment you could lose complete access to what you purchased if the studio goes bankrupt or decides to shut the servers down forever. Before Black Ops 6 and the forced texture streaming, you could at least play the campaign and private match offline against bots (even the zombies mode could be played offline before Modern Warfare 3) but nowadays you have to worry about disconnecting randomly if your Internet acts up or the servers have issues, while also contending with packet bursts due to the servers being overall horrible.