Physical Danger
You're assuming a role to spy on people and report on them, which could, in turn, lead to them getting fired.
Yeah—uhm, say they find out?
I mean, sure, odds are that waiter/fast-food cashier/bank teller/gas station attendant won't go ballistic if he or she finds out who you really are.
But you might want to be ready to run real fast, just in case they do.