Minecraft wiki entry for Best_biomes_for_homes, associated text: There are absolutely no natural resources in the sky (with the exception of snowfall creating snow layers in some biome's skies, and rainfall filling cauldrons with water in some other's). The player will need to make cargo trips from the surface during building their sky base to bring up necessary resources and farmables.
Constant danger of falling off if not careful, likely at a height that will kill the player.
Unless the player intents to live on their sky base 100%, a way of getting up and down to the surface is necessary, such as a very long ladder.