Using USB connected WiFi adaptors is perfectly fine.
It will depend on which device you are using. As we know USB 3.1 used PCIe lines, So, yes, using this USB wireless adapter will affect our GPUs rig.
However, I do agree that using an Ethernet cable is better! You will have a slower connection speed using wireless and get more stale shares etc.
Cable would be more stable than wireless. If you place the AP near to your device, it may isn't giving much different, if it not, as above said, You'll get a lot of stale shares for sure.