Advantage--never run out of ram
Affect temperature--yes, will run hotter when you're actively using all that ram.
Stress cpu/gpu/board--stress cpu more because you're using more memory, otherwise now. gpu no. motherboard yes as more circuitry will be active, but that's just using the board essentially.
I have 256GB installed in my HP z420. When I was memtesting all this memory, the system would put out a serious amount of heat.