I haven't found any downsides to bees. Once my cat stuck her paw inside the hive and got stung --- she won't go near the hive now.
I wouldn't personally want the hives in the same pen with goats. They might knock them over or climb on them.
Bees like swimming pools. If you have one, they can be slightly annoying to at the pool.
Bees are not really aggresive... as in chasing down every living creature.
That's all I can think of.