More personalities, more opinions, more conflicting schedules, more egos, more expectations- just 4x more to handle than if you were going out solo. Biggest problem I see at the beginning is that 25-50% of the band are more committed and driven than the other half.
To really work and stay consistent, we need everyone in the band on board, and in the same boat.
That said - Solo artists tend to feel more lonely / take on all the pressure and workload as they aren’t surrounded by their friends amongst a band as they go through this process.