I have performed several Google searches on this. With the exception of PS audio website! I can find no multitude of issues with DSF conversion, except for some complaints of pops. I have never had a pop.
To name a few:
1. Many of the tools such as sacd_extract, or tools based on it (many are just a GUI for it) do not extract DSF files correctly and are discarding the very start of the track. This can result in pops/clicks on track change or affect gapless playback.
2. DSF does not officially support multichannel audio. (though some tools allow it) When you convert multichannel audio, or a compressed stereo track to DSF, you are removing the DST compression, which will double the size of your files. Do you want 10GB albums?
3. Media Center's own DSF conversion tools are intended for converting PCM files to DSD,
not for splitting ISO files to DSF. As such, they end up converting the DSD to PCM and then back to DSD which is a lossy conversion.
For all the potential problems that can arise from splitting an SACD ISO, for very little benefit, it just doesn't seem worth it.