There are several inconveniences that graphene brings, and it usually has to do with Google play services.

Apps that rely on Google play services for notifications don't send them if you don't have Sandboxed Google Play installed.

Some apps actually won't run on graphene. But I think that's also an issue with Google play services. I've had banking apps refuse to work. And my solution was to stop using the bank.

Graphene and other alternative OSs are a kind of lifestyle choice. You have to have a little more knowledge of Android than the average user to troubleshoot bugs, and you have to be aware of what permissions you're giving to apps that rely on Google play services, if you choose to install them.