I'm sure any Inquisitor/Sera relationship and/or marriage will have it's complications just like any other relationship. Some of it might come the Inquisitor's family and/or beliefs, or Sera's beliefs and her general attitude towards the Nobility, Elves, and magic. To where they're going they're going to live after the events of Trespasser if the Inquisition is disbanded. I know the coda states that they traveled the world but it's possible that one or both of them would one day want to settle down, or they might want children (Sera says something to the effect that she would like pass on how to bake cookies one day to her kids one day) which would be adoption (or finding a father to impregnate one of them) so there plenty of complications.
Of course every relationship has its ups and downs. I agree with you that plenty of things could potentially go wrong, but Xil was referring specifically to the added problems if you are RPing a Lavellan who is a believer in the Creators and is proud of her Dalish heritage.
In my case I decided that Tressa (who was my first Inquisitor) was an intelligent inquisitive sort. This meant that she did well in terms of being trained to be a first, but also harboured an abiding desire to find out more about the world beyond her clan. She therefore jumped at the chance to attend the Conclave.
My plan from before release was to have Tressa lose faith in the Creators as the game went on and she was exposed to new cultures, ideas and knowledge. Little did I know how well that would work. By the time of Mythal she's decided that the creators were probably some form of powerful magical creatures, and not worthy of her worship.When Sera insists that they're demons she's happy to let that slide despite not 100% agreeing. Of course Trespasser proves her right.
(My current Lavellan Conwenna's game is basically a re-hash of Tressa's with a few kinks ironed out, thereby creating my canon playthrough.)
This is what I was referencing in my reply to Xil, but I didn't go into detail as I've talked to her about it before.