The worry must be about oozing and stringing. In general, no worries! Nothing a bit of tuning would not fix.
I have experience printing with Volcano with 0.4, 0.6, 0.8, and 1.0 mm diameter.
PLA, PETG, Nylon, TPE, and TPU. (Volcano nozzles have been my default style for several years now. I don't even own a 10 mm heat block anymore (ok, maybe one)).
And yes, speaking of the classic 0.4 mm nozzle, you get higher stringing and oozing compared to 10 mm meltzone. You'll need to tune your retraction - it will be significatnly higher than 10 mm meltzone (I'm not giving numbers because it depends on printer style, material, nozzle diameter, temperature, and even slicer and slicer settings...).
I do like to print quite hot though with lots of cooling (PLA 220 °C for example) to increase layer adhesion and strength - so I experience this more.
For oozing, you may need to experiment with XY travel speeds, wiping settings, coasting settings, and similar (this also will help with stringing).
Also, keep in mind that the bigger the nozzle diameter, the more cooling you'll need (coupled with slower print) just to solidify that massive extrusion flow/mass.