The only serious problem is the file size. And, as you state, in many cases the differences in file size are minimal.
If we are talking mainly about icons, the advantage is that a) the icons are not huge, so the file size is minimal and b) the icons benefit most from retina resolution.
On the other hand, if we are talking about “full-screen” news photos, they may be slightly larger in size of the files, but also look great if they are not a retina (since they are a continuous tone) so there is a less urgent need to make this retina. if you are aiming for a mobile device.
A compromise for the latter may be lazy loading. Check screen size. If the size of the phone, upload a regular image and call it good. For example, if the phone is larger than the phone, upload a regular image, then go back and get the retina version for iPad 3.
The only technical issue is IE8 and later. They cannot handle the CSS that you usually use for retina images. There are workarounds, but not for sprites - which you usually use for icons.
In the end, we will see more SVG support that will solve this problem - at least for the icons. For example, when I do pure work with iOS, most of my images are SVG. It is smaller and automatically prepared mesh.
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