For me the biggest problem is lack of a local trusted person in case something bad happens to me like a health problem that immobilises me or something that needs daily care by someone else. Then lack of a permanent stay arrangement (visa may not allow it & relocation is annoying).

Then loneliness sometimes.

Then being have to deal with rental bookings, flights, transportation, getting used to new local food, finding good restaurants, finding good spots to chill, meeting locals.

Having one bag feels freeing though. I feel better when I'm ready to walk away from anything.

Also one can fix almost all of these issues if he slow travels and keep coming back to the same places year after year.