I found the cognitive load to be less than with other service based architectures I have worked on. I could jump into any area of the code base and because of the naming conventions for commands and events I could see what was going on - this has never been my experience with a service oriented architecture.
The main change in developer thinking that is necessary is that you don't record state you record state transitions. Once that is internalised development is easy, a new feature requires new commands and handlers, new events, new queries and an updates to aggregates.
I had absolutely no problem with cross cutting concerns - security for example was handled in command handlers where needed. Other system components of our system that didn't use CQRS - for example reporting, general ledger, third party integrations - received data from the event stream and injected commands back into the system. So in no way was our organisation infected by CQRS / ES.
The cognitive load is the same as any distributed system. It adds massive complexity. If the surface of your application is a SaaS system it is far simpler to deploy hundreds of small tightly coupled instances than to scale it up to one massive instance architecturally.
CQRS doesn't force you to build a distributed system. It doesn't make you use eventual consistency or asynchrony but provides them as options.
For example the system I worked on had synchronous command handling with a mixture of synchronous and asynchronous subscribers. This allowed us to use eventual consistency where it was appropriate and for all clients to be immediately aware of problems.