On cars running an AFM (ie most EFI cars) an atmo-venting BOV will throw out the mixtures, resulting in an over-rich mix on backoff and a little bit of hesitation when you put the throttle back down, and they're also an easy defect if you ever get pulled over and checked (as mentioned, they affect emissions).
I'm also not a fan of the sound, a bit of BOV noise is fine but it doesn't have to be a 3000dB blast. If the stock BOV is leaking at higher boost (unlikely unless you're running a fair bit more than stock boost) then an aftermarket plumb-back is the go, and as Arith mentions, if you want the noise, get a pod filter. Put it in a sealed box with a cold-air feed and the police will most likely leave you alone
