You beat me to it. Sounds like you would be opening yourself up to a variant of CSRF. One user could upload untrusted data that would be fed into an unsuspecting user. You should never feed or consume an untrusted pickle.
Pickles can also be time bombs, especially around python upgrades. Sometimes (ok, rarely) the serialization / deserialization of some types changes between versions of python.
Another issue is painting yourself into a corner: when you use pickles, you make it harder to either switch away from python in the future or consume the same serialized objects from any non-python (micro)service. This can delay or prevent transitions away from python that would otherwise make sense.
Another issue is painting yourself into a corner: when you use pickles, you make it harder to either switch away from python in the future or consume the same serialized objects from any non-python (micro)service. This can delay or prevent transitions away from python that would otherwise make sense.