NFP is one of the most volatile events in forex, and this affects pending orders significantly.
During NFP, the market often moves extremely fast. Your pending order might be triggered, but the execution price could be worse than the price you set.
Example: You place a buy stop at 1.1000. The NFP data causes the price to jump instantly from 1.0995 to 1.1010. Your order may be filled at 1.1010 or even worse.
Implication: Your planned risk/reward and stop-loss levels could be thrown off.
During extreme volatility, your order may only be partially filled. For example, you wanted 1 lot, but only 0.5 lot was executed at your price, leaving you with incomplete exposure.
NFP often causes brokers to increase spreads temporarily.
If you set a pending order without accounting for wider spreads, your stop-loss or take-profit may be reached instantly, or your order may trigger at an unexpected price.