They aren't tested on it, so it's possible to get a dud, but it's minuscule chance that isn't worth bothering.

Now, to actual issues you can encounter: motherboards

The problem is that ECC means you need to have, iirc, 8 more data lines between CPU and memory module, which of course mean more physical connections (don't remember how many right now). Those also need to be properly done and tested, and you might encounter a motherboard where it wasn't done. Not sure how common, unfortunately.

Another issue is motherboard firmware. Even though AMD supplies the memory init code, the configuration can be tweaked by motherboard vendor, and they might simply break ECC support accidentally (even by something as simple as making a toggle default to false then forgot to expose it in configuration menu).

Those are the two issues you can encounter.

The difference with AFAIK Threadripper PRO, and EPYC, is that AMD includes ECC in its test and certification programs for it, which kind of enforces support.