[wp-hackers] Multi-Site WWW prefix question

[Robert Lusby]

In the process of setting up multi-site on an established/already setup 
website.

In the process, you get the following message:

We recommend you change your siteurl to
example.com before enabling the network feature. It will still be
possible to visit your site using the www prefix with an
address like www.example.com but any links will not have the
www prefix.

Why is this recommendation made?

I can't follow it, for various client brand reasons the site has to stay 
on www. rather than without www. (don't ask).

Is there anything I need to look out for if I ignore this advice?

Thanks,
Robert