On top of what Brian said, you have to replace the batteries about every 3 to 4 years, those are expensive, the inability to fix it on the road should there be a failure so better have a cell phone so you can call your mommy to come get you, it weighs more than mechanical, of course it cost a lot more, you have to be really good with computer so you can run your own diagnostics and pay for the program to do so, it won't work if it gets too cold and as the temps drop to being to cold the battery lasts less and less.
Having said that there are a lot of positives, I not going to argue that point, I think they're not worth the cost; I want the ability to be able to fix it myself, even out on the road. It's the same reason I won't go with tubeless tires, sure there a lot of pros but if I get a flat and bead comes unseated I don't want to carry around a special inflator that can put out enough air to seat the damn thing, nor do I want to buy one for use at home.
Sorry, but I'm weird that way. I like things simple. Of course on the internet you do a search all you find is nothing but roses and daisies about the electronic systems, why is that? because marketing forces have a lot more money to pay Google to make sure there is nothing but page after page after page of good stuff only, they did the same thing with carbon fiber and not everything is rosey about Carbon fiber either, but try to find a con concerning CF and you'll be turning page after page trying to find one.
It depends on what you want, Ultegra, Dura Ace or GRX? Does your bike have rim brakes or disc brakes? It also depends on what you're willing to settle for; specifically, you can get ST-R785 levers and disc calipers cheap right now, but the levers really suck compared to newer versions, which is why everyone is dumping them.
Regardless, you're probably looking at a minimum of $1000 (and could be double that) and you'll be adding some weight to your bike, to boot.
I suggest that you ask yourself honestly:
What do I not like about mechanical Ultegra, what do I expect to gain with Di2, and is it worth the cost?
Unless you have some compelling reason to make the change, why bother?
I have Di2 on my gravel bike (which I bought used at a huge discount) and I honestly don't see what all the hype is about. I was disappointed with the automated shifting modes and the inflexibility of programming them, which was the only reason I tried Di2. Frankly, I prefer mechanical shifting and have no problems with it. If you know how to shift a mechanical system well, IMO, Di2 doesn't gain you anything that's worth the added cost.
Here are a couple of other considerations. Replacement parts for Di2 are substantially more expensive, so if you're racing, where crashes are common and damage is likely, it's going to be more expensive to keep your bike working. Also, while mechanical shifting does require regular maintenance, the cost of switching to Di2 will pay for a lot of shift cable replacements.