Is There a Problem With Connecting to Multiple Nodes?

Don't you only have to connect to the full RBF node? No, because they might have mutually exclusive transactions in them. That may not be a bigger deal, but still it creates some sort of split. The worry there is that there might be some settings where these kinds of splits could happen and they could be worse. They might not be just in one direction, there might be things that people can toggle that work in both directions.