Occasionally it's caused some problems with the tracking crapware that the spouse's company uses in their web platform. Since they work from home and it breaks the main site they use for work, I've had to add some exceptions.
I've also seen it occasionally cause problems on websites that rely on tracking garbage and outright fail when they're blocked. Usually I just never go there again but in a few cases it's been something I was forced to use so I just disable the pihole for five minutes, do what I need, and hope to never visit that site again.
I think there have been maybe eight of these occurrences in the past five years so it's not a continual annoyance. No big deal and definitely worth it.