I'm thinking of getting a Wippermann Connex (or equivalent quick-
disconnect link) to make cleaning my chain & drivetrain easier. Is
there any downside to these gizmos?

I've read 1 or 2 anecdotes about quick-disconnect links coming undone
at the starting line of a race (!) but as far as I can determine
that's not a common enough occurence for me to worry about. I'm more
concerned with whether they affect longevity/durability of the chain
or cogs, or if they affect shifting, or... well, anything that might
be viewed as a negative.

Any reason I shouldn't consider one?