In my opinion, it's a huge risk. With a regular blockchain, the fact that someone might maliciously be running the wrong code is baked into the design, and the security model has to handle it.
With SGX, you are relying on Intel's security model to make sure everyone is running the same code. If SGX is ever broken (which it has been, to some extent) and a malicious node is running different code, then your whole security model falls apart and they can start attacking the blockchain.
You might argue that you can design the blockchain to be secure even when SGX is broken. But if it's secure enough without SGX, why use SGX? You risk your security model being broken due to a bug and nobody realizing due to SGX protecting it, until SGX stops protecting.
Plus, you exclude people who don't have SGX from running your blockchain.