The ones from Aldi et al might well be fine - indeed, they might be fine more often than not ...
Possible downsides, from messages I see on the forums each year, are:
Unknown rootstock
Mislabelled - isn't the variety that was expected, sometimes get Pear instead of Apple or Blackberry instead of Tayberry etc. (Can happen from specialist nursery too, of course, but seems to be not uncommon from box-shifters and several comments like "Only cost a quid so I didn't bother to take it back / complain"
Makes me wonder if the cheap deals in Aldi et al are shifting end-of-line plants, including "lost the label" that could otherwise not be sold?
I also read on forums of "Can't see a graft" and so on.
If you have a variety in mind and buy that, cheaply (and its labelled correctly, natch!) then fine, but it seems to me that many people buy it 'coz it "looks nice". Thus they wind up with a variety without also buying a pollination partner (the label may be silent as to pollination group, so no way of knowing, in store, which other variety to buy if you don't know / to look up on phone etc).
Length of time the plant has been out of the ground and stuffed in a plastic bag? Perhaps also roots more heavily pruned than from a specialist nursery (there has to be less care & attention for the price point?)
Buying from a specialist nursery also makes available advice on suitable variety for your soil / location / conditions.
Personally I wouldn't buy a fruit tree if I had not already tasted that variety and knew it was one I liked. What's the point of spending several years growing the plant to fruiting maturity to then hate, or only mildly-like the fruit?