The consequence is what you see with Wyll.
Your patron can make demands of you which you must fulfil or be punished.
How temperamental your patron is will vary based on your DM's whim.
In the case of BG3, it's unlikely that they will add actual negatives to the Warlock class, especially since there is no choice for a specific patron. The three patrons you select from (Fiend, Great Old One and Archfey) don't specify anyone in particular, so you have to simply headcanon whomever/whatever you consider to be your character's patron.
Most likely they would flesh out Cleric Deities having more tangible impact on characters (Besides Selune having a bunch of extra dialogue, especially when interacting with Shadowheart) way before dealing with Warlock patrons. What with already having actual, specific, deities to pick on character creation.
