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.

My network of sites will grow like this.,,,,,,

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?