I own a z fold 6.
If I try Graphene what do I lose? Similar to how if you use something like icefox or icewolf one of those very secure browser, lots of normie websites like banking just straight up don't work. What would I lose by moving away from samsung's default to this more private OS?
You can't install Graphene OS on Samsung phones.
GOS won't install? It's blocked somehow? Or it's not officially supported?
It's not supported and you cannot unlock the bootloader most Samsung phones anymore (IIRC since OneUI 7).
It is only developed for Pixel phones
It isn't only developed for Pixels. Pixels are currently the only devices permitting an alternate OS with the required updates and security features. GrapheneOS has a partnership with Motorola Mobility and there will be official GrapheneOS support for a subset of next generation Motorola devices.