What can affect is uprating of UK state pension for Spanish residents. Currently EU regulations stipulate your pension should be uprated in line with UK law. Post-Brexit (post-Implementation period to be precise), unless it's in the withdrawal agreement or a special arrangement is made with Spain (Spain is keen but UK less so as things stand), you may not get the annual increase UK-based pensioners get (3.9% from April 2020).
I am not a regulated immigration advisor so only giving my own view which should not be relied upon as advice. Sorry, but I have disabled my private and visitor message functions so you can't send me any. If you want advice, contact a registered immigration advisor: http://oisc.homeoffice.gov.uk/