Apparently the harvesting procedure typically (but not always?) involves general anesthesia. That alone is never entirely risk-free. In this context, the temporary loss of bodily autonomy could be particularly problematic. All that comes on top of the required hormone treatment. It's not a trivial procedure.

On the other hand, it may be a useful tool to resist expectations to become a mother until it becomes socially acceptable to say no. So it might be important even if the eggs are not getting used.