My biggest problem with LED headlights is that they don't put any heat out the front, so your lenses will not defrost on their own and may freeze when driving.
OEM-installed LED clusters - Audi, etc - have ways of redirecting the heat (which comes out the back on an LED set) to the lens via heatsinks and fans to deal with this. A Cougar's clusters won't have that facility. Which also means that all the heat gets trapped and may cause premature failure, like Rich says. You could get around this by installing PC fans in the rear covers like Bobster did to combat moisture buildup, but that'd be waste heat doing nothing useful in winter.
So I think they're a great idea, but not as an aftermarket mod on a light unit that was never designed for them. Just my 2p...