I would think using QFE causes issues with coupled aircraft, when changing the subscale whilst coupled to ALT? This happened in the North Sea in the 2000s when new technology helicopters arrived, and was the final decider for one operator to abandon its use.
Well potentially the same issue when changing between QNH and Std; not unique to using QFE.
Now some AFCSs in ALT will try to climb or descend the ac if the sub-scale is changed (certainly some Bombardier ac will), while others remain level regardless. That all said, the sub-scale would normally only be changed when descending or climbing to a new Alt, Ht or FL, ie not when intending to remain level.