I've never used anything else on my D300, D800e, and D4. There really is no downside:
No information is lost just like using a ZIP file.
File sizes are smaller reducing storage space and making file transfers faster.
The computer time to decompress is not noticeable and probably less than the extra time needed to read an uncompressed file.
Gary in SE Michigan, USA. Nikonians membership - My most important photographic investment, after the camera. D4, D810, D300 (720nm IR conversion), D90, F6, FM3a (black), FM2n (chrome) YashicaMat 124, Graflex Speed Graphic 4x5 My Nikonians Gallery & Our Chapter Gallery