That is probably also the best path if you choose to use oidc as a login / identity solution etc. They do give a lot of stuff out of the box, as well as making it quite easy to integrate with. But at quite the price =D

From my point of view the dangers are implementing parts of this protocol yourself (i.e. becoming one of the parts in the login chain), it requires a surprising amount work to mature, which is why relying on Auth0 which already has been through that is quite nice.