Are there any cons to heating orange and grape juice?
That's actually pretty a pretty common thing. Add a few cloves and a cinnamon stick and you'll have Mulled Orange Juice, or the same with grape juice. That recipe adds orange zest, lemon juice, cloves, nutmeg and a cinnamon stick. This one starts with grapes. 

I can't speak to the nutritional effects of heating the juices, but mulled juices sound nice on a cold, winter day. There certainly isn't anything toxic to be nervous about.