Well I think there are if statements, loop conditions, and wildcard expansion that works in zsh but not in bash. So you could get used to something working in zsh, then you write an sh script with that thing, and then it doesn't work, and you have no idea why.

Example, I _think_ / (recursive globbing) works by default in zsh but not in bash. If you have / in a bash script without setting the right options then your script won't work and you will have no idea why until you've wasted a lot of time debugging.