Beyond what has been noted before about pressure ridges, wind and its effect on large pieces of ice are just different on big lakes, there have been instances where big lakes completely frozen but under 6 inches thick under really strong winds have completely blown out. Also on a big lake if there is open water anywhere there is potential for the whole ice pack to move, that open water could be 20 miles from you and you could have no idea about it and then the whole ice pack of the lake can move and break up.
There are also conditions on big lakes where enough pressure ridging can happen under certain ice thicknesses that you could be completely trapped out there, unable to cross any ridges. Unless you are willing to swim the open leads. Big lakes are the only places where there have been mass casualty instances on the ice as well as extensive rescue operations that avoided casualties, such as happened on Lake Champlain many years ago when I believe 50 (approximately, someone out there will have the accurate story )people were blown out into the Broad Lake and had to be rescued by helicopters over multiple missions. These folks were ice fishing.
There is also the issue of a large lake having mostly thick ice, but maybe a section of it has thinner ice, wind can affect the thicker ice and cause the thinner ice to break up as it is pushed against Shore therefore moving the whole ice pack on a lake that was otherwise completely frozen. Whenever a whole ice pack moves, it has the possibility of trapping people or of being broken up and disappearing.
These are just some examples of the dangers of being out on a large lake, and the importance to pay careful attention to weather,wind Ice thickness and temperature.
I do think as mentioned above probably one of the greatest dangers for most folks is just how far you can get from your car, and how long a rescue would actually take particularly if you are on relatively thin ice that the local rescue service is not comfortable crossing without specialized equipment.
Evan