The two pieces of bad news are that a) that option costs $9.99 per miniature, which is only slightly less than the $14.99 for the cheapest printed option. I consider it worth it, but it might not be for everybody. And b) you don’t get the file immediately, but sometimes “after one business day for processing”, sometimes after a few minutes. So if you want to print a more common miniature, like a wizard with a staff and pointy hat, you’d better first check sites like Thingiverse for a free version. However I really like Hero Forge for the less common hero miniatures, or the ones you want with very specific equipment.
The .stl files are of very high resolution and end up being 75 MB large. When I want to edit them on Tinkercad (e.g. for adding print supports), I first need to use Meshmixer to reduce the number of triangles and the file size. And of course a typical home printer isn’t producing that high resolution miniatures. But it’s a bit like with photographs, it’s better to have too high resolution and scale it down than having too low resolution.
If you want to try it out, check out the Hero Forge Digital Downloads info page. It links to your user profile (if you have an account with them), where you can download two demo .stl files for free.