The biggest danger is so much material happiness results that can give rise to false pride, which leads to offenses and rebirth. And also there's the danger of complacency, as described in Bhagavad gita 14.6 and purport:
"The living entities conditioned by material nature are of various types. One is happy, another is very active, and another is helpless. All these types of psychological manifestations are causes of the entities' conditioned status in nature. How they are differently conditioned is explained in ... Bhagavad-gītā. The mode of goodness is first considered. The effect of developing the mode of goodness in the material world is that one becomes wiser than those otherwise conditioned. A man in the mode of goodness is not so much affected by material miseries, and he has a sense of advancement...Actually, in the Vedic literature it is said that the mode of goodness means greater knowledge and a greater sense of happiness.
"The difficulty here is that when a living entity is situated in the mode of goodness, he becomes conditioned to feel that he is advanced in knowledge and is better than others. In this way he becomes conditioned. The best examples are the scientist and philosopher: each is very proud of his knowledge, and because they generally improve their living conditions, they feel a sort of material happiness. This sense of advanced happiness in conditioned life makes them bound by the mode of goodness of material nature. As such, they are attracted toward working in the mode of goodness, and, as long as they have an attraction for working in that way, they have to take some type of body in the modes of nature. Thus there is no likelihood of liberation, or of being transferred to the spiritual world. Repeatedly, one may become a philosopher, a scientist, or a poet, and, repeatedly, become entangled in the same disadvantages of birth and death. But, due to the illusion of the material energy, one thinks that that sort of life is pleasant."
Repeatedly, one may become a champion for Vedic dharma out of "familial, social and national affections" and miss out on absorption in and entering into Sri Sri Radha Krishna's divine pastimes in Vrndavana. (Bg 15.5-6)
Another problem is that although we may follow our dharma most carefully, there's no guarantee for always good results. We can expect that disasters must strike. Just look at what happened to King Nrga (SB 10.64) or King Anga (SB .13). Similarly, one may have been most attentive in her domestic duties, but some abuse or other misfortune may befall one or more of her beloved children. Or her good husband may lose their entire life savings in the course of his business or again may drift into the world of sense gratification. As a result she may lose her friends, status, health, etc.
But if the woman is fortunate to have followed her Krsna conscious sadhana every day in the mean time, she can then think about how bad things can actually be very good; how these things happen for our purification. Queen Kunti aptly said to let the disasters strike because:
"My Lord, Your Lordship can easily be approached, but only by those who are materially exhausted. One who is on the path of [material] progress, trying to improve himself with respectable parentage, great opulence, high education, and bodily beauty, cannot approach You with sincere feeling."
(Srimad Bhagavatam 1.8.26)
So we should not be surprised and lose our faith after all our hard work and many expectations, when things go awry. This should be expected. Varnasrama is meant for this gradual and merciful burn out. And steadfast sadhana bhakti gives the power to follow prescribed duties and to be transcendental while doing so, whether in happiness or distress. Then it's like having insurance, in case of accidents along the way.