It isn't an issue, just make sure to torque the lock ring to 40Nm. Or whatever the lock ring has spec'd on it. Personally I prefer the loose cogs, it makes it easier to clean and inspect the cassette, and I have replaced individual cogs for much less than replacing the entire cassette. The only downsides are they weigh more, and can cause some strange shift issues if the lock ring isn't torqued to spec.