You don't have privacy or your space.
Living with your parents will strip you of your space and privacy and that can be a psychological burden if you have been used to living alone for a long time.
No longer will you have the freedom to walk straight out of bed and head to the kitchen in your underwear nor will you be able to go naked from one room to another. While these were just two quirky and humorous examples, you should remember that you can say goodbye to your privacy and the concept of having your own space.