Tethering doesn't always work. I've experienced numerous failures even trying to pair a Macbook to an iPhone.
Besides that:
Phones will turn off tethering if they think the connection is idle, to save battery power. iPhones are very aggressive about this when the client device is not an Apple device.
Some cell networks don't support simultaneous voice and data usage, so a phone call will kick you offline.
It adds latency.
Some network operators charge for it because they can distinguish the tethered traffic.
Besides that:
Phones will turn off tethering if they think the connection is idle, to save battery power. iPhones are very aggressive about this when the client device is not an Apple device.
Some cell networks don't support simultaneous voice and data usage, so a phone call will kick you offline.
It adds latency.
Some network operators charge for it because they can distinguish the tethered traffic.