I wouldn't say there are any cons or pros. It all depends on what you want to build. Lets assume the source disk of your target vm is thick provisioned. It is your choice if you want the replica to reserve the same at the target destination. if you choose thin it will only use the actual consumption within the guest OS . This choice is entirely based on your scenario. If its a production environment you might want all of them to be thick, if its a development/staging environment you might want them to be thin.
