The concerns are similar to those involved with wearing breast forms. If you apply pressure outward from the back of the form, or weaken the adhesive's ability to perform its purpose, the form will "fall off".
In this case, tucking can include securely orientating the position of this "leg" into a fixed position facing the “opposite” direction, creating a potential risk. During a period of excitation, it can swell and expand backward instead of "forward", which pushes against the backside of both gluteus maximus muscles (butt cheeks). This may cause them to do the same thing the breast forms would do...fall off. They could end up falling out of the bottom of your dress and rolling across the floor, creating a very awkward situation. Particularly in a dating environment, where you are trying to impress a date. It is almost a guaranteed deal-killer.
That's just a theory of mine...I might be wrong.
Aside from that...
Stretching, compressing or restricting anything in the human body creates the potential for suffering some unpleasant consequences. In this scenario it might involve restriction of blood flow to genitals and/or proper functioning of spermatic cord, etc. Obviously it depends upon how obsessive a person becomes about "securing" the parts involved. Many appear to be doing it successfully without suffering any negative effects.
This is also one of those times where "Size does matter"...