Please confirm use case of Custom Press taxonomy

Currently I have tags and categories that are set for the main site and propagate these using New Blog Template. These tags and categories are established for the standard posts, which is a problem since I only want some of them in the subsites.

If I want to have some taxonomies that are for the main site and a separate set of taxonomies for the sub sites, I can do this if all are created in Custom Press with the setting of either publish to the sub sites or do not publish.

What WP capabilities will I loose (or gain) by having all tags and categories strictly within Custom Press?