Euclid preparation. Cosmology Likelihood for Observables in Euclid (CLOE). 6: Impact of systematic uncertainties on the cosmological analysis

Extracting cosmological information from the Euclid galaxy survey will require modelling numerous systematic effects during the inference process. This implies varying a large number of nuisance parameters, which have to be marginalised over before reporting the constraints on the cosmological parameters. This is a delicate process, especially with such a large parameter space, which could result in biased cosmological results. In this work, we study the impact of different choices for modelling systematic effects and prior distribution of nuisance parameters for the final Euclid Data Release, focusing on the 3$\times$2pt analysis for photometric probes and the galaxy power spectrum multipoles for the spectroscopic probes. We explore the effect of intrinsic alignments, linear galaxy bias, magnification bias, multiplicative cosmic shear bias and shifts in the redshift distribution for the photometric probes, as well as the purity of the spectroscopic sample. We find that intrinsic alignment modelling has the most severe impact with a bias up to $6\,σ$ on the Hubble constant $H_0$ if neglected, followed by mis-modelling of the redshift evolution of galaxy bias, yielding up to $1.5\,σ$ on the parameter $S_8\equivσ_8\sqrt{Ω_{\rm m} /0.3}$. Choosing a too optimistic prior for multiplicative bias can also result in biases of the order of $0.7\,σ$ on $S_8$. We also find that the precision on the estimate of the purity of the spectroscopic sample will be an important driver for the constraining power of the galaxy clustering full-shape analysis. These results will help prioritise efforts to improve the modelling and calibration of systematic effects in Euclid.