In 2012, Aaron Bertrand said most everything I knew (and a bit more) about the issues with using the sp_ prefix. Procedures prefixed with sp_ have special powers when placed in the the master database in that it can be executed anywhere on the server after that. Nothing much has change in those suggestions.
It isn’t that such objects are to be completely avoided, it is that they are ONLY to be used when you need the special qualities. Ola Hallengren’s backup solution creates a dbo.sp_BackupServer procedure so you can run the backup command from any database.
But if you