Multi-domain with sub directory setup

I have read some where that multi-domain does not work well with sub directory setup. I wanted to know what exactly is that which does not work well?

I would not be using domain mapping and need to setup a network with 3 sub domains added as multi-domain with the network spanned on multiple sub sites in directories for each sub-domain.

So here is what I have in my mind
sub-domains under multi domain plugin pointed to the sub-directory multi-site install using A record.

sub-domain.abc.com
sub-domain.def.com
sub-domain.ghi.com

My network of sites will grow like this.

sub-domain.abc.com/site1, sub-domain.abc.com/site2, sub-domain.abc.com/site3
sub-domain.def.com/site4, sub-domain.def.com/site5, sub-domain.def.com/site6
sub-domain.ghi.com/site7, sub-domain.ghi.com/site8, sub-domain.ghi.com/site9

I do not need to use domain mapping as I do not plan to point any other subdomain/domain to this network. So I want to know what problem I could be facing using multi-domain on a sub-directory install?

Thanks!