One strand of the burgeoning literature on counting poverty measurement computes poverty scores weighting each deprivation with weights which are endogenously determined by the data at hand. Notwithstanding their merits, we discuss the consequences of using endogenous weights in applied multidimensional poverty assessments. In particular, we show how a broad family of endogenous weights violates the key poverty axiom of subgroup consistency. We illustrate the implications of this violation for poverty assessment with the Peruvian National Household Survey ENAHO 2011.