They break things quietly, and the breakage surfaces at the worst moment. A zero-width space inside a citation key makes a bibliography entry vanish from the compiled document. A non-breaking space in a numeric field breaks a data import. Soft hyphens defeat text search, so the reader who searches your PDF for a term finds nothing. Screen readers stumble over bidirectional controls. LaTeX often refuses to compile at all.
None of these announce themselves. The document looks perfect on screen, and the failure appears in the artefact you hand in.