What will I lose? A frictionless way to get individual songs into a playlist and some recommendations.
What will I gain? The ability to keep playing those songs after they're dropped by $streaming_platform. Fewer ads in a product I'm already paying for. Supporting artists in a way that gives them more money.
Edit: Thought of another positive - songs will stop getting replaced with new mixes of them (this doesn't count the cover art changes). It's happened a dozen times on various Evanescence songs, and a Peter Hollins accapella song was replaced with a violin duet version.