There are some drawbacks of setting up HA over WAN
The requirements section of the HA field guide explains how to configure HA to function outside of a subnet. However it should include the possible performance and reliability implication of setting up HA across multiple data centers.
There are a few concerns/challenges when the cluster is distributed across datacenters.
For more information please review the, High Availability Field Guide.
The above could potentially cause the cluster to form improperly and/or have issues in one FMS of the pair having difficulty coming up (extreme slowness).