I will give you example of problems with jQuery.
I've used jQuery based Material Design CSS and the React based on (Material UI).
Generally, you can make work both, but the React based has better experience, because it handles the React Lifecycle for you.
When you use jQuery one, you need to make sure that you don't mutate DOM in a way that virtual DOM's state is different - so you end up with out of sync DOM vs. Virtual DOM.
Second example: I successfully implemented some jQuery based animation on the React component, but there is kind of overkill because you need take care where to put what methods that keep in sync the virtual DOM with React DOM (componentDidMount, componentWillUnmount etc.)