Some issues i had with a variety of AMD drivers on my current PC from the top of my head: turning on the monitor before the PC would cause the GPU to not realize there is a monitor attached, letting the monitor to go to power save mode would also cause the GPU to think the monitor was lost, settings for display scaling would be lost after every full reboot (full=real reboot, not the fast hibernate based one Win10 do most of the time, you get a full reboot after updates, some installs, etc), random full system hangs when trying to play GPU accelerated video (which is pretty much most videos on web as well as some applications like Microsoft's new XBox Games app), random reboots too, etc.
So i tend to be careful with updating the drivers. Last issue i had wasn't as bad the random hangs/reboots (which fortunately hasn't happened recently) but i simply couldn't launch the crimson UI at all. I had to do a full reset and reinstall of the drivers for it to appear again.
In comparison updating to the latest Nvidia driver when i had an Nvidia GPU (which was since early 2000s to ~2 years ago) was basically a non-issue: i wouldn't even think twice about it as i never had any issue.
And FWIW that was the same on Linux too: i never had issues with Nvidia's drivers there either and performance was more or less the same (at least for OpenGL stuff). But note that i avoid stuff like Wayland, hybrid GPUs, etc like the plague.