I personally liked having dairy animals, and would do it again if I have a good situation for keeping them. but- I didn't see too many negatives listed, -Maybe because it is assumed that everyone already knows these...
Dairy animals have to be milked the same time each day ,morning and night, rain or shine , holidays, sick days, vacation days, etc.. it is a lot more interesting trying to find a relief milker, then it is someone to feed the rabbits, or chickens, so- going away on the weekend is out unless you time it with the cow/ goat "dry time", or have a relief milker. Feeding in the winter when there is no pasture can be expensive, [but not so much as buying the milk] - Animals get sick,[vets can be expensive] and sometimes die, this can be more traumatic with a dairy animal , because you have spent time with them twice a day for 10 or 15 years. Something will have to be done with the calves, or kids, - if you cant eat them, they will have to be sold to someone who will. [you can't just keep them all, as we would call this a hording situation] Animals [like people] have bad days, and can be very grumpy. [the only time I was kicked by my last cow was after I had given an ivermectin shot to her, she just turned her head and looked at me when I gave her the shot, then stood in her stanchion calmly eating the rest of her grain, then calmly backed out, and started walking back toward her pasture, as she passed me she kicked me, then turned and looked at me, then calmly walked on to her pasture.] As mentioned above cows will get protective of their newborn calves, and a holding / separation area [pen] is a good idea. Some dairy animals will hold back on giving their milk to you, so they can feed it to the young, [this can be a pain, if you want to control how much each of you will get] or if you plan on bottle feeding the young [recommended] and -- as mentioned above, -- cows are bigger than you are , this should not be forgotten - ever. If you are a person with anger management issues, or just "rather impatient", having a dairy animal is a bad idea....