Scary transclusion, so called because it's scarily inefficient and might cause frightful differences between pages on different wikis due to caching, is Probably Not That Bad and Might Actually Be Quite Useful For Transcluding Stuff From Freshly Wiki Onto Starry Sky Wiki.
It's not that useful to have it enabled the other way around, since as it'll cause permission errors anyway, but it also is unlikely to really cause problems in a vacuum...