Pure exploitation of the nations under your rule will not go unpunished. Even with technological advancements, Native Uprisings will be costly affairs to handle, so keep an eye on the rising Tensions.
As colonization will be following historical parameters in Victoria 3, and try to emulate realism as much as possible, you will not be able to expect to claim and exploit vast swathes of land without some resistance from the people who live there.
While you are growing your colony, it has a chance to generate Tension with neighbouring Decentralized nations. Most likely the nations to whom the colony's regions used to belong.
If Tension rises too high, the Decentralized nation will begin a Native Uprising, which developers describe as a kind of Diplomatic Play, against you to retake their homeland and expel the invaders. The tension will slowly decay, but you can expect the factors advancing Tension to eventually outweigh its decay rate.
If you're thinking of the fact that, as a colonial power, you will have the absolute upper hand when fighting these uprisings, you will be sorely mistaken. New regions have new sets of issues, with logistics being just one of those. There are new diseases to treat, and other hostile conditions to battle.
Furthermore, enemies among your peers, such as other colonial powers, or merely those that have their won designs on the region, may choose to support the uprising themselves.
Your way of governing a colony will be the deciding factor. Colonial Resettlement will encourage migration to colonies, while Colonial Exploitation will destroy the Standard of Living for the natives of the colonized lands.