Building something with zero possibility of change across millions of years is difficult. Something as simple as reproducing endlessly means they end up wasting enormous amounts of resources. But, you also risk things like probes that don’t slow down and hit one of your planets.
Sure, but we’re now beginning to talk about infinite scale and infinite resources. Who cares if 1 planet doesn’t produce probes as fast or at all? Who cares if 1 probe slams through a planet? That being said, I think the latter case might be more controllable by a civilization capable of creating the machines?
The fear is that you destroy one or more of your inhabited planet not just a lifeless ball. Which I would hope you and most people would consider a significant downside. That risk is balanced vs the benefit of sending self replicating probes to every star system which just doesn’t seem that useful.
Now is that a large or small risk? I don’t have the technology but it’s something that could reasonably concern a civilization.