Sorry, I've never had any significant reason to concern myself with such things. (If I use a SPV client, it's for pocket change.)

Off the top of my head, the recent (a few months back) multi-block fork during which some SPV clients were on the "wrong" chain comes to mind. I certainly wouldn't want my client telling me something which later turns out to be different. While the situation may not turn out to be directly damaging as far as a user's funds go, confusion itself can certainly lead to various problems resulting in actual damage.