Sideloading Risks

I have sideloaded only fdroid and einkbro so far. I have been reading through the sub and people mention risks with updating system software if you have sideloaded. I just wanted to doublecheck, since sideloading toggle is now being offered officially - is there an issue with sideloading and system updates? If yes, is there a way to restore firmware completely via a desktop etc?

Hoping someone could clarify risks.