I have used WhatsApp web many times and here are some of it serious drawbacks.
You cannot video call through WhatsApp web. Your phone and computer browser both should be connected to internet at the same time. Photos downloaded separately for WhatsApp web in PC and creating un necessary space in your PC. Hard to scan the QR code many time because it changes frequently.
Someone can easily hack your WhatsApp account with this method in less than 10 seconds if they reach phone and scan QR code from their mobile browser so instantly gaining access to your whatsapp account.
So I recommend to keep using App lock in your phone to avoid manual hacking.