There is ONLY one downside. That is the possibility of warranty issues arising. It's not something that ALWAYS happens, but it is a concern to factor into your purchase. If you have a good relationship with your dealer service department I say go for it. ESPECIALLY if that service department does the APR tuning.
I was more than happy to pay the $100+/hr labor rate at my dealership to let them do my APR work. It keeps them happy and keeps me happy when something comes up.