What are the risks in moving from GDR to CU servicing option?

I have SQL server 2019 with RTM baseline and GDR patches are applied.

I am reading that GDR only contains security fixes and CU contains security + functional fixes. I also know that you are allowed to make a change from GDR updates to CU updates ONE TIME. Once a SQL Server CU update is applied to a SQL Server installation, there is NO way to go back to the GDR update path.

In planning to move from GDR to CU update, what are the risks involved?