yeah you'll be fine, the only thing i would watch out for is if you run a cross SQL Server / Cross Database query such as the following that would give you a mailbox name based on a transactionID
SELECT EME.MbxDisplayName
FROM SQLServer1.EnterpriseVaultDirectory.dbo.ExchangeMailboxEntry EME,
SQLServer2.EVVaultStore.dbo.Saveset S,
SQLServer2.EVVaultStore.dbo.ArchivePoint AP
WHERE S.ArchivePointIdentity = AP.ArchivePointIdentiity
AND AP.ArchivePointId = EME.DefaultVaultId
AND S.IdTransaction = '12345678-1234-1234-1234-123456789012'
If you perform the above query it may fail because you need to use sp_addlinkedserver so that they "trust" each other
http://msdn.microsoft.com/en-us/library/aa259589(SQL.80).aspx
That really is the only downside that i can see
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