All it does is replace what is preinstalled in Bazzite with what is preinstalled in Bazzite-DX after you boot into that new image. Which in this case the difference is just the addition of Docker and VSCode, essentially. So for you, it'll just add these programs. It'd be different if someone was coming from Aurora, for example, since that also doesn't bundle things like Steam and Lutris, which would be new additions to that system also.
I did this a few weeks ago because Winboat needed Docker (it now supports Podman anyway) and have had no issues.
For some reason, Bazzite-DX image updates are set to need manual approval by one of the devs pressing a button in Github, whereas the Bazzite ones push automatically. So there may be a slight delay on updates, but I do mean slight, like a day at most.
Edit: you can also just rebase back later, losing those programs, or boot your old Bazzite image if something goes wrong immediately. I rebased to Zirconium, a completely different image, then just rebooted back into my Bazzite image after trying it out.
This stuff is why atomic/bootc images are awesome. Your files are never touched (except when switching desktop environments, potentially) and you can do this kind of thing all day. Theres images based on Arch and Debian out there now too.