Which are the side-effects of this operator? I have never experienced any...

But... you're using them, nevertheless! Generally one should use if (and else) for flow control and ?: to operate on values, e.g.

if (something) {
    do 'this';
} else {
    do 'that';
}

do (something ? 'this' : 'that');
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Of course ?: also acts like an "if-then-else" and you can use it like that. But that's what is generally considered a side effect, since you're discarding its return value which its key feature.