The context is that if you never spend from a multisig, the attacker can never steal your funds because he doesn't have the requisite pubkeys to construct a transaction, even with 2 out of 3 keys for example in a multisig quorum.
The downside is, you don't know if you really set your setup correctly so you are (in my opinion) at a minimum at risk of being undertrained on how to shoot your monetary gun and at worst footgunning yourself with significant funds.
