As they say, "If it was easy, everyone would be doing it."
I incidentally moved to Europe for work several years ago without any particular plans to pursue dual citizenship, but I stuck around long enough I'm almost eligible so now I'm going for it because it'd open a lot of doors.
In my case it wasn't a downside at all, as I love living here (moving from a high-crime city to virtually-no-crime was great, and I love the atmosphere/environment here) and although there are always challenges with migration, for me none of them were too bad. But I had good personal circumstances for migration (few domestic attachments). For others, it could be more of a hurdle.