About the only thing I hate in Stellaris is getting caught up in someone else's war to impose ideology. Those take forever to finish I think they either have to take over all the enemies planets, or both sides need to suffer from war exhaustion. And if you are dragged in by a defense treaty, you don't even get a say in when it ends.
Sometimes I can use the time to make wide territorial claims, and when the war ends, if I happen to still control those systems, I get to keep them. But sometimes the AI races will kind of screw you over, by retaking a system, or surrendering while you are invading a planet, thus denying you a clear route to all your new territory. A way around this is building gateways in cut of sections of your territory. But you have to actually have the tech to do that.
Other things are the War In Heaven with you sometimes getting caught up in a massive war with unknown allies and enemies that could be on a border you had secure only a moment ago.
And there are the Grey Goo scenarios, if someone else opens the L-Gates first, or the Great Khan if you don't clear out the pirate bands early enough. And that's before we talk End Game Crisis, which for me tend to be the Unbidden. If I have the ability to field large enough battleship formation with Titans full of kinetic batteries, I can usually take them on, or at least slow them down.