The pros are if the gang needs shadow's help then he'll do it for sonia. The other is with her smart brain and his abilities with the chaos emeralds they would be powerful together and be able to get eggman/robotnic to give quickly.
The cons are shadow will be a little overprotective of her. The other is what she wants to hang out with a guy friend of her's. Shadow wouldn't let her go. The other what if she needs to go on a dangerous mission, shadow wouldn't let her go. Another is if she got hurt and shadow tries to hurt or even kill himself.