Line on mask and fins.

Are there pros to attaching a line to your mask and fins (and to yourself)? Are there cons beyond not being comfortable?

As in during your dive? Off the top of my head it can be an entanglement hazard. And it adds more problems than it would solve.
Losing your mask and fins aren't very common if you and your buddy have proper awareness. Having to deal with extra line when donning and doffing gear would be too much of a hassle, and slow you and others down when you're entering and exiting a boat dive.

If you want to have a line to hold your mask and fins while you walk from your car to the dive site then that's a different story. Keep it simple and easy to secure, release, and stow.

Thanshin:

Are there pros to attaching a line to your mask and fins (and to yourself)?

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It sounds like you're considering fashioning a "leash" so that when your mask or fins get knocked off, they'll stay attached to you.
Although it might sound like a good idea now, you should consider alternatives before going down that road.

If you're afraid of losing your mask, carry a spare and practice donning the spare (in case you happen to lose your primary mask).
If you're afraid of losing a fin, just make sure that your foot/boot fits properly in the fin foot pocket. The stock rubber finstraps that come with fins out-of-the-box can wear out over time and break. Some people switch over to spring straps which presumably have a lower failure rate than rubber straps.

Thanshin:

Are there cons beyond not being comfortable?

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As g1138 stated, entanglement hazard.

I'd recommend not messing with any mask or fin "leashes." It's not worth your time/energy and may leave you with a configuration that's not quite as safe as before.

I meant during the dive and I was just curious if anyone did that.

I suppose not.

Hey Thanshin!! If you want more security in your fins, it also seems like (by reading about it, I haven't done or seen this) cave and wreck divers will regularly wrap tape (duct tape, maybe??) around their straps for I'm assuming added strength, and in photos, it looks like some people will sometimes tape the fin to their foot (maybe someone else can confirm/correct all of this?).

I stopped using a line on my mittens when I was still pre-pubescent. I didn't feel the need to re-introduce that concept to my scuba gear now.

PansSiren:

cave and wreck divers will regularly wrap tape (duct tape, maybe??) around their straps for I'm assuming added strength

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Use duct tape to keep the straps 'tidy' - preventing entanglement hazard when using guidelines etc on penetration. I doubt the tape adds any strength.

Only thing I 'tie' to me is the strap of my dive computer incase it either comes undone or slips down off my wetsuit over my wrist, and this is usually attached to the wrist zip on my wetsuit. I would think if a fin has been pulled off then having it tied to you and flapping around in the current could cause you more problems than it just getting swept away. - P