Are there any cons to heating orange and grape juice? Very simply I'd like to offer guests mixed heated orange and grape juice in the winter. I'm not sure why this isn't more common since hot lemonade and hot cider exist.

Are there any nutritional cons to heating grape or orange 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.