All of them increase risk of cancer (EDIT: upon further review, maybe not all of them? Or maybe just with combination therapy?) and severe infection. Many of the biologics are also quite new, and the long term effects of taking them are not well understood. Plus, in some cases they don't work well enough alone and so multiple drugs are required (a biologic in combination with something like methotrexate or azathioprine is typical), which further increases risks. Anecdotally, I know of a couple people who had bizarre and severe immune reactions to biologics that left doctors baffled, so that's something that can also occur, apparently.
Also some people are just prescribed steroids like prednisone for whatever reason, which has some pretty negative long term effects.
Also some people are just prescribed steroids like prednisone for whatever reason, which has some pretty negative long term effects.