Cons:
-No flux stone. You will probably never be able to find any of this vital steel-making material on your map. (Flux stone is all the calcium minerals) Order lots of flux stone and pig iron and steel from your Mountainhomes Liason. Also, find cassiterite for tin. Bronze will be your friend.
Not true; it's very possible to get a volcano with a marble layer to use for flux. However, what is nearly impossible is getting a volcano with a sedimentary layer; if you have a volcano, you won't have coal, and vice versa. Choose your demon. Marble is a metamorphic layer, the only non-sedimentary flux stone, so it is the exception that allows volcanos to have thriving steel industries.
Me personally, I would rather have a sedimentary layer and dig a bit for magma than have magma easily accessible but no sedimentary layer at all. Volcanos are definitely better in the short term, but in the long term that coal is a godsend. Just try and conserve it until you get magma smelters; that massively increases the longevity of your coal supply by removing the one fuel cost needed to smelt it. Lignite turns from being one fuel to two, and bituminous coal from two to three fuel.