Let's say I sign up for an online game using Apple's secure sign in because I don't want to share my information.
Some time passes, and I've invested 250 hours into the game, when Apple decides to ban my account for whatever reason (perhaps I've refunded too many apps, maybe the credit card that pays my Apple Music expires, my country gets sanctioned by the US gov. etc.)
Apple would, presumably, shut down email services for me. Meaning, I won't be able to log into that game any longer. With no alternative log in method (which would defeat the purpose of using Apple's sign in) I would likely lose access to that game forever.