I guess it depends on a number of factors: in addition to it being too easy to become a regular, it could be very risky, as Jimmy implies, if you're married/in a relationship, although Anth's experience shows how discreet WGs can be if you bump into them in the locality of where you both live.
However, even if you're single, if she's an Indie and the only WG in that locality, her neighbours may get wind of what she's doing. That could lead to some adverse publicity locally. From what they've written on other posts, I know that Jimmy and some other blokes who post on here wouldn't worry about that, but others of us are more nervous about our pastime becoming known by people we wouldn't want to know about it.
Just to minimise those risks, I never normally punt inside a 10-mile radius from home; or in one particular town 20-30 miles away from where I live these days because it's where many of my relations still live and sod's law predicts that, if I were visiting a WG there, I'd bump into someone who knew me.