The only drawback is that without sugar, it's missing a 'thickness' element. I've tried erythritol, but (despite a glycemic index of 1), it seems to affect my blood sugar and I have to stick with stevia powder. I've also tried thickeners such as xanthan gum and inulin, but they end up making the eggnog 'slimy'. Egg yolk, cream, and almond milk all supply some net carbs, and in liquid form, they raise blood glucose levels rather quickly, which isn't great for someone who can't easily counteract a sudden rise in glucose, but a small glass doesn't seem to affect me. Ironically, the rum has zero carbs, as does the bourbon, but cognac is definitely out - can't say I notice.
I've even tried to steam the mixture with my espresso maker wand to add thickness - making sure I stay under 140 degrees. Unfortunately, I think even though the overall temperature of the liquid is less than 140, the steam seems to 'cook' the egg as it exits the wand, making the eggnog a but 'chunky' - it was worth a shot!