@robjohn I found a somewhat interesting
paper that mentions that $\lim_{s \to s_{0}}\lim_{z \to 1} \operatorname{Li}_{s}(z)\ne \lim_{z \to 1}\lim_{s \to s_{0}} \operatorname{Li}_{s}(z) $ if $s_{0} \le 1$, and it explains why that's important in quantum statistics.