I've never heard of any problem associated with it either. If you do some reading here, I think a lot of folks set thier tanks up this way. The downside (if you want to call it that) is the time associated with the curing and cycle once it's in the tank.
One issue you might have could be the fact that sometimes curing the rock can create some refuse in the tank. I've read of some people curing the rock for a period of time on eggcrate in the tank, then swapping the rock out to a holding area, cleaning the tank, and then doing the final aquascaping.
For my 75 and my nano, I bought rock that was either pre-cured or in another reefers tank. I am currently curing about 25 lbs in a rubbermaid bin for my brother's tank and I've noticed that when I cahnge the water there is a fair amount of chum at the bottom of the container each time.