Hi Eugene Voloshchenko,
It will cause issues, because one of the steps of build is to restore packagelocaldirectory folder from archive and sync latest changes from VSTS, so it automatically wipes all unchecked changes that are your unfinished development. Also one of the steps is to restore DB from a backup to have a clean data set for you tests and again it wipes all data that you have setup.
In case of build failure you may have broken application that you will have to restore and it's painful and time consuming process.