Only downside I have ever tasted with OEM is you run the risk of getting someone else has-been attempt at using it for aggressive overclocking.
No way to ensure the supplier didn't take a return from customer XYZ and then ship you that chip "good as new, prove us wrong".
I had a buddy (yeah yeah, the buddy bit, but tis true in this case) who purchsed 12 cpus, overclocked the shizer out of all 12 to find the uber of the ubers and sent the remaining "stress tested" chips back to the supplier. Given the voltages this guy was putting on those chips (was 9 yrs ago now) I always cringed at the thought someone got the pleasure of repurchasing those OEM chips.
I strictly buy retail CPU's for this sole specific reason, get my processor in a sealed box from the mfg so no funny business with the store's return policies..