No there shouldnt be any issues unless somoene suspects you are cheating in some way and produces a demo to admin. That message about not using anticheat is automatic for anyone who joins a server who is not using it. Sort of like an encouragment to do so but its not required, unless of course you are forced anticheat for suspected fowl play
May i ask if you do have it installed natively or are u running it through wine? IMO wine is shit for gaming, so its best to install q2pro natively for best results. If you don't know how to do it i could find my instruction jdolan gave me and help you install it natively if you like on irc