[ ooc: yeah no it's more of a go-in-and-handwave document so no one has to have 50,000 threads about the same information. ]

There are no ill effects except that it's basically a way that they refuse to integrate into the current society. It's harder to function if you refuse to exist outside of a place made from your memory in general. By most standards, living in a fantasy wouldn't be considered healthy or making things easier to integrate. It does have some psychological studies attached, but is overall the company's recommendation regarding subarchways, rather than a statement of found information about physical ailments.