I once discussed this with an acquaintance who works for an oil company and has done the course. She commented on the weight of the emergency exit door and the potential head-bumping.
Edit: on second read
Some tips from British Airways experts:
ESCAPE SLIDE. Remove high heels before reaching the emergency escape slide—they can rip the plastic. Cross your hands on your chest and hold your collar so you don't get friction burns. Walk straight out the cabin and jump fanny-first onto the slide, leaning slightly forward as you shoot down at rapid speed
I'm willing to bet that's not exactly how the BA experts put it!