Sometimes if you use deflectors, you will get a short blast of annoying cool air shooting at you when the blower first kicks on.
Also, you can sometimes get more condensation or icing on a window over a vent that is diverted by a deflector.
I have noticed the burst of cool air, but it only lasts a couple of seconds, so I’m ok with that. I still believe it heats the living space more evenly in my house.