Well, I dont work for Microsoft, just my opinion. I guess my point is that you dont need ADFS for 365 authentication, you can use Azure auth.
But to your question, if you add another relying party it does mean that come cert renewal time for ADFS, you will need to take any additional relying party into account and ensure you handle the metadata updates. In the big picture, is that much of a big deal? Probably not, and the troubleshooting - whether its in Azure or with ADFS is really the same in most respects - it usually comes down to some claim not being sent correctly :)
As far a migrations, if you mean migration to the next version of Windows/ADFS or Azure, then yep, if you can avoid that its a really nice benefit of going straight to Azure instead of staying on ADFS. ( Sorry had to slip that in there)
I think overall staying on ADFS is fine if it meets your needs and adding additional relying parties only becomes a major burden when you reach a number that becomes a real burden during upgrades. how long will Microsoft support ADFS? Cant tell you but you have to figure at some point they won't, just like the old on-premises MFA server. That's a real risk in my opinion.