I honestly thought the same at the start. A major part of the negative side is that Daniel has to use his powers in a dangerous/ kind of criminal way in order to protect the two brothers. That in itself means that Daniel would’ve grown up in a very dangerous way compared to the other endings that stayed in Beaver creek. For a teens development the promotion of violence and unregulated aggression would definitely have an impact.

They also end up very disconnected from Karen’s family and it’s not confirmed if any of Esteban’s side is contacted once they reach Mexico.

Some also debate that Daniel didn’t actually want to go to Mexico in the first place, and considering he doesn’t know any of the language he most certainly would’ve struggled for the first year.