The only real negatives I have found when recruiting affiliate through third party programs are these:
1) The most common complaint is "I don't want to work with Network X" - though luckily for you, I don't ever recall hearing that sentence in reference to ShareaSale.
2) If you have a competitor on the same network, some of your affiliates that you spent time recruiting MIGHT go over to them when they see they are also available.
Now, neither of these were very big issues so you shoudl stop worrying and start recruiting!