I discussed in this thread how COWPEA can fail a multiwinner version of Pareto efficiency, which you could define as follows:

If every voter has approved at least as many candidates in set X as set Y, and at least one voter has approved more candidates in set X than set Y, then set Y should not be the winning set.

But I then countered in this thread that it might not actually be such a desirable property.

However, it does leave me wondering how optimal candidate Thiele voting would behave. Thiele's biggest failing is that it fails ULC, but with different candidate weighting allowed, a universally liked candidate would get all the power, so the problem might go away. But there might be residual problems when a candidate isn't universally liked, but is by certain factions, or if factions mix in a certain way. So I'm not sure if the problem would remain. Thiele would automatically pass the Pareto criterion above, though as said, it's debatable how desirable it is.

I think in general it would lead to more majoritarian but less purely proportional results than COWPEA.