Other than cost and more complexity of install is there a downside to using epoxy grout?
I use epoxy grout all the time. There are good and bad manufacturers for every type of product. So if someone tells you that epoxy grout discolors or has this issue or that... that is really on the manufacturer not the type of grout it is.
The epoxy I buy is from HD or Lowes. Each has one main brand. You have to buy the coloring and the additive separate. The mixing of this grout is a lot harder and a lot more important. The temperature of your mix is highly important since a hot epoxy mix will start setting in 10 mins.
The reason why most things aren't epoxied is completely because of the installation. The mixing has gotchas, then you have 30 mins before it starts setting (I rarely use an entire batch before it turns into silly putty), the clean up is harder, and the amount of pressure you have to apply to get it fully into the cracks is harder.
The outcome is superior though. It can give a very smooth finish. In my opinion the colors are brighter. And you don't have upkeep, waterproofing and maintenance. If using epoxy was just as easy I probably would use it for everything (I am sure there are specific use cases tradition sand based is better but talking about residential use).
My grouting cycle... OK lets grout this shower, OK lets use epoxy, dammit I hate mixing this epoxy grout, ohhh it looks good going on, (10 mins later) damn it is already getting thick, holy crap my arms hurt, what the F*%@ it is only 30 minutes and its done, I am never using epoxy again, I can't believe I used epoxy again after I promised never again, clean up mess, wipe down tiles, realize I have nothing else to do, come back next day, wow that looks really good, might use epoxy on the next job...
We hired someone inexperienced to grout a tile shower. In their enthusiasm, they mixed up way too much grout to work before it set. His solution was to use it all up by spreading it everywhere. And not adequately wiping the tile surfaces.
Unfortunately, the surface film on the tiles after it set was very very difficult to remove. I spent approximately 80 hours removing the film from the tile surface with a razor knife. This was a shower with about 100 square feet of tile.
The good part of epoxy grout is how smooth it is. We've barely had to scrub in four years of use.