No issues that I know of between current suites in Theme Manager and an installed premium suite. I have the UniverseMetal 2004, Oxidized, Spiderman, and Alienware suites.
If you are an "Object Desktop" customer (I am not sure whether the requirement is to own the full suite, or whether you qualify by owning a few of the stand alone programs), you are given the option of a ".suite" file instead of just the ".exe" which includes the "Theme Manager" program as well. (As webgizmos said, the UniverseMetal suite came in a .zip file that just needed to be extracted and placed in the individual sub-directories)
When I got the Alienware suite, the only option was the ".exe" with Theme Manager. This installed a "Theme Manager" program, which could be seen in the "Add or Remove Programs" list. I own Object Desktop, and the only side affect I experienced, was that you could not uninstall the "Theme Manager" that installed with the Alienware suite without first deleting the suite from the Theme Manager sub-directory.
They may have changed this, I do not know.