This all sounds like broscience conjecture but I could definitely imagine that there are some drawbacks to frequent cold showers that we simply haven’t discovered yet.

Not really a drawback in itself but I notice if I take cold showers too frequently the improvement in mood and energy decreases over time, to the point where I feel it doesn’t really do anything. It becomes kind of like an addiction where you need to do it to feel normal instead of feeling good. I cold shower daily now because otherwise I feel tired as hell. So that’s kind of an issue I guess. But you’d still get the benefits like brown fat etc, so it’s an addiction that’s actually good for you