You have your desktop pc or notebook connected directly to internet via internet service provider.

Downsides of direct connection:
- Your data is visible for ISP or someone who is sniffing wifi connection (im not sure if anyone does)
ISP has duty to log your data around 5 years.
- You are on company/home network? Using P2P, Torrent, or some apps with many connections? It may delay other network users connections to the internet.

Downsides of SSH tunel connection:
- Usually you need to pay for SSH tunnel server
- low response time. Time on your request to the internet or from the internet can be delayed some milliseconds, depending on location of your SSH tunnel server. If you are from New Yersey and you comunicating with Chicago server over European SSH proxy server, you know it will have some delay like 400ms (0,4s) or similar.

Am i right?