Adding more weight to your body weight exercise may seem simple enough, but there are a few risks to be aware of.
The first issue is that you shouldn’t sacrifice your technique in the name of greater loads. Using a shorter range of motion or different body position doesn’t always mean you’re getting stronger. Often times, it simply means you’re trading one aspect of strength for another. In some cases, you might even erode your technique so much you actually regress your training. Even though you think your stronger doing pull ups with a weight vest on, your shorter range of motion and floppy kipping style just means you’re no longer as disciplined as you were before.
Another consideration is that technical advancement should always be the focus of your training. Loading more weight onto yourself is fine, but always remember, that weight is there to test your technique. The weight itself doesn’t make you stronger, the strength of your technique does.
Lastly, always, always, always pay attention to your joints. Exercise should never come at the cost of pain or discomfort in your back, shoulders, hips or anywhere else. If anything, you should feel yourself becoming more resilient over time. If any extra load is causing any sort of discomfit it should be seriously questioned.
Personally, I used to use a lot more external load for my calisthenics than I do now. As my skills have advanced, I’ve found more benefit and challenge through adding resistance with technical adjustment. That said, it is sometimes fun to sling a 25# chain on my shoulders and rock out some strap dips.
Over all, adding resistance to a bodyweight exercise should be a pretty minor aspect of your training. The more you rely on adding weight, the less you’ll seek technical advancement.