The only "problem" with SO's is that you now embed the raw (at that stage) into the Photoshop doc, LR is unaware of what you do from this point. You've spun off another raw iteration. Of course, this only works well when Photoshop and LR are on version parity. If you had say LR4 but PS CS5, you're out of sync and the SO processing can't match the initial LR processing. So for this to work well, it's useful when ACR and LR are on version parity.
The other thing to keep in mind is that the raw is embedded into the PS document, making it larger (you know have two raw files, one in PS, one in LR).
IF you do the LR processing to it's final steps, then render and move into Photoshop, this is all moot.