Basically the biggest issue is if you run into certain problems (such as carrier schedule changes) you might have to deal with Expedia instead of DL. You could get finger pointing. But it's no more or less than someone who has to use a corporate TA to book.
If you're flying multiple carriers on the PNR you might want to see if you can have Expedia issue paper tickets/coupons. That may give you more flexibility at the airport in the case of IROPs.