One of the main reasons that siRNA molecules are a prime candidate for targeted drug therapy is the possibility of negative effects on off-target cells once these molecules have entered the body.
siRNA molecules have the ability to bind to RISC relatively non-specifically and therefore activate the mechanism of RNA interference on genes and proteins that should not be suppressed. By being contained within the liposome during delivery, these effects can be minimized and localized near the targeted cells.
In addition to harming non-target issues, siRNA can possibly elicit a strong immune response. There is a chance that the cells of the immune system may mistake the siRNA molecule for a viral byproduct and thus trigger an anti-viral immune response.