Lazy load simply makes your pages more instantly useable by only loading images as the page scrolls, rather than waiting for a whole page of images to load before the page becomes usable. So, whilst lazy load can make your page useable quicker, the important issue is that it reduces the users bandwidth if they decide not to look at every element of the page - the images only get loaded as they enter the viewport.
Personally, I haven’t experienced any problems with lazy load other than the fact that it can inadvertently get applied to elements that stop working when lazy load is enabled. For example, some things like HTML presentations (created in keynote) or some hype animations, can stop displaying when the site is exported with lazy load enabled. So, the key is to export with lazy load enabled and then check in a number of browsers to make sure everything is working ok. If you see any issues, export again without lazy load and see if that improves matters.