Right now there is no obvious downside, but we currently don't know how it'll affect the rest of the Nameless storyline.
As it is stated in the past comments, backing up your persistent file is the only way to prevent Nameless from detecting your save&load.
Borrowing from Itsara's comment
In PC version, persistent file will be in 2 folder one in save folder which is located in game folder and another one in %appdata%>renpy>lustfuldesire...
make sure you haven't decide the choice of true desire, or it will be detected.
And in case you want to see other choices, replace the current persistent file with the backup one, save files after the choice might also need to be removed temporarily.