Obviously, if you're writing an ensemble cast, there are no 'side characters', but for me, since I primarily author romance novels, I tend to have two main characters, and then several supporting cast members.
Supporting characters are necessary regardless of the story, but the reason I say that they can be a problem is because it's difficult to know how to write them for every audience member.
You can't write anything for every audience, but I still try, and while I appreciate that I’m usually praised for providing rich side characters, on rare occasions I’ll hear one of two things (and yes, sometimes about the same book ^_^), that either the side characters got too much attention and there wasn’t enough focus on the MCs and their budding romance, or the side characters didn’t get enough and aren't flushed out enough to the reader’s satisfaction.
The trick is finding a balance, because it's true that you don't want side characters upstaging your MCs in a romance-focused story, but you also want them three-dimensional no matter how small the role, even if not necessarily as fully flushed out as the MCs.
I'd be curious to know – would you as a romance reader rather come across a deeper love story, but the background characters don’t have much focus, or more of that ensemble feel without the same attention to the romance?
The real goal is to provide the right amount of both, but if you had to choose, what is more important to you?