It usually isn't a problem. Larger sized wheels on the caster, 2" - 3", is better than tiny ones.; rubber is better than plastic. To some extent, it depends on the size of the cab.
Potential issues include:
Some people with larger cabinets turn them on their side on stage, in this position, the casters can rattle.
If the stage is uneven and the cab is not sitting flat, a caster may rattle.
If the stage is sloped, a cab can go walkabout. Having at least two locking casters can solve this.
Installing casters can decrease the value of the cab since it is a modification.
With the cab in a vehicle, the cab can roll. Tuning it on it's side onto a hard surface can damage the tolex.
Options include, pop out casters and ones with mounting plates that allow you to slide the casters off. Of course, you can get a cart or dolly to help with transport.