Production writes to one database. Analytics reads from another. CDC stitches them together. You pay twice for storage and get paged when the pipeline breaks.
Test a migration, tune a query, train a model. Each one involves tedious data copy and environment setup, limiting you to a handful of simultaneous experiments.
When something breaks, you can't see who changed what. Debugging takes hours, rolling back means manual surgery. Audit and restore end up as custom projects.