Enabling hardware virtualisation BIOS; anything to beware?
The Blue Pill was a proof of concept, that this could be potentially used by malware, making that malware completely invisible to the OS.
Apart from the security issues mentioned I guess as it enables a few new instructions, some new parts of the actual cpu is being activated which could actually be or have become broken and cause some malfunctions, local heat issues or whatnot - destabilizing some applications perhaps? Just a speculation.
Should be true of all features you can enable I guess - if you don't need it, turn it off to reduce the risk of unspecified problems ^^