Inferred Holocaust: On its own the story barely counts as a happy ending. Sure Dardevil is at peace, and Kingpin's plans to legitimize and murder Daredevil have been foiled, but he still knows who Daredevil is, isn't dead or in jail, and has an even bigger reason to go after Matt.
Never Live It Down: Poor Karen Page will be forever remembered as the girl who sold out Matt for a drug fix and got killed. It got so bad that on the Netflix TV show, Karen got some hate aiming at her simply by this storyline, which hasn't even adapted yet. Deborah Ann Woll even had to go on record saying that she'd been promised that her version of Karen would not do this.
Older Than They Think: You might think that Captain America's much-repeated, much-vaunted line "I'm loyal to nothing, General, except The Dream" is from the Englehart days, maybe Gruenwald, maybe the Brubaker stuff, maybe even a classic Avengers story. Nope. It's from this by Frank Miller at the height of of his creative powers.