Guidance
Participants in an unmoderated study require guidance in the form of a script to let them know what they are required to do. This script requires a lot more attention to get it right than a discussion guide for a moderated session. This is obvious when you look at the advantages of this method: The fact that the participants are geographically dispersed and complete the tasks on their own schedule makes it impossible for the UX researcher to be available to guide them through any bit of the study that may be unclear or a dead end that they may inadvertently encounter. In our experience, this is the biggest stumbling point for UX researchers who are comfortable with in-person usability testing and wish to try out the remote unmoderated variety.
The scripts need to cater to any and every outcome, given that there is no possibility to help the participants during the study. You cannot always be sure what the participants are seeing and whether they are exactly where you expect them to be, so you have to anticipate each possible path and cater for it. This is not an insurmountable disadvantage; it just requires more effort and skill on the part of the UX researcher.