I find that accessing whole archived sites is slow and some content (most commonly images) are missing. It's to be expected since the pages are so old that some things are bound to disappear off the internet over time. However, in my humble opinion, this can be detrimental to the user experience. Especially if you make the kind of website that has an image as the "ENTER HERE" button. If the button doesn't appear, meaning it disappeared off the internet and an alternative hasn't been coded, the rest of the site will be inaccessible.
Assets you use for your website can be lost forever if you don't store a local copy. If you really want to make sure your site always looks and functions the way you intend it to, save the assets instead of hotlinking. If you want to sort of "credit" where you got the asset from, try using <a href="https://example.org/asset.ext"><img src="/path/to/asset.ext"></a>. This way, you have the asset locally and you're linking to where you found it at or to the original asset directly. This is how I'm going to do things from now on.