Entirely possible they do - but those effects would probably manifest in some fashion earlier than actual death. We'll have at least 7 years to see if we can spot them. But, even if they do exist, they will probably be small (given we haven't found them so far), and the positive effect on life expectancy via weight loss is huge.

i.e. the benefits of the weight loss almost certainly outweigh any side effects that are likely to manifest.