generally if either of them go the rest of your investment goes with it. Worst case scenario the power supply damages the motherboard meaning your cheap purchase made you lose more parts.
What you said + nicer motherboards often come with bios flashback which should (IMO) be a mandatory feature for motherboards on platforms like AM4. Makes CPU compatibility much better since a supported bios version can be flashed anytime, no matter what CPU is currently installed (if a CPU is installed at all!).