They do, but then their positions need filling too, depending on the positions of the opposition.
They know we do it, but how effectively they can counter depends on several things, such as how fluid our system is (ie, whether the player replacing say Gross is always Alexis, or if it's just...
If the fullbacks are going to go forward, we'll generally need someone to be ready to take their place. The overloads we gain will usually lead to us delivering the ball into an overloaded box, but if we lose possession and are short at the back, the counter attack will be more dangerous.