You don't lose much - but "much", like beauty, is in the eye of the beholder.Links of images to individuals and events, I believe, and some formatting of text (paragraphing, for instance). Footnotes have to be rebuilt (not citations, just footnotes) and if you did editing of them it's gone. Note that images are not included in the GEDCOM file itself but are exported separately, so if you move the GEDCOM move the images too.
BUT - among many others I am one of those who prefers to remain aloof to record numbers insofar as possible, and the strange numbering is only a very minor annoyance to me.The one or two individual records I care about I can manually change - but not event record numbers, unfortunately (there's an outstanding bug where the work-around is to change the individual number so it doesn't equal an event number where that event has an image in it).
Oh yes, I think sticky notes and tasks won't get transferred.
I wonder if anyone has a complete list?If so, please jump in here, I'd like to have it.