I'm a bit late to the party but asked myself the same question today and came to the following conclusion:
This is against the principle of least privilege and should therefore be avoided.
More specifically this might give the user (read, write or exec) permissions not only to a lot of regular files and directories but also lots of special ones like that talk to your systems kernel.
But because this might be different for your system you should run this to find and inspect them all (first for read, second for write, eXecute is left as an excercise for the reader):
find / -group 0 -perm -g+r ! -perm -o+r -ls | less
find / -group 0 -perm -g+w ! -perm -o+w -ls | less
Some of these may be regular files and directories (like the home directory /root) but others can be pseudo files that are interfaces into the kernel (like in /proc and /sys)
e.g.:
find /sys -type f -group 0 -perm -g+w ! -perm -o+w -name 'remove'
/sys/devices/pci0000:00/0000:00:17.0/0000:13:00.0/remove
/sys/devices/pci0000:00/0000:00:17.0/remove
/sys/devices/pci0000:00/0000:00:16.6/remove
...
etc.
Use lspci -v |less
to find out what those devices are (e.g.: Storage controller, USB controller, Network and video cards, etc.)