As Steve posted, there are some documented risks associated with excessive Soy ingestion, as Soy is a phytoestrogen. Beyond that, Soy is in the top 8 food allergens, so, for many people, it may be a good idea to limit the amount of soy in your diet.
Noted; most of the soy protein I consume comes from Tempeh, a fermented soy product, where the quantities of phytoestrogen are reduced. I spend a lot of time balancing soy protein out with proteins from other sources such as nuts and pulses. I only use isolate powder when I feel like I want a post training boost.