With respect to domain-joined Windows 8/8.1 Pro machines, what features of Windows will not work unless a Microsoft Account is used?
Also, aside from "feature loss," are their any gotchas of not using a Microsoft Account in a domain-environment?
This is a Server 2008 R2-based Active Directory environment. No Office 365.
None. You only lose features of various software, and 99% of that is conveniences that nobody will miss. You lose the "Store" completely, and applications like "Weather" need to have the location configured (they can't just pull that data from your account).
Nothing specific to the domain or security.
We disable the the Store and Login with MS Accounts anyway, just so people don't wander into anything:
If you disable the Store, but do not uninstall all of the apps, you will likely want to install the updates for those apps (I'm not aware of any recent security problems, but it's Microsoft software). Microsoft provides a full list of built-in App updates that can be imported into a WSUS sever (or you can extract the MSI installer from the cabinet file and deploy it however you like).
Nothing, the only real "functional" loss is that computers will no longer sync the application and user configurations across machines, and some software from the store will prompt for credentials when run.
Onedrive cloud backup integration.