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So what problems would that pose in normal use
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Probably none at all.
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What use would cause the problems?
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Try sending a AJAX request with an unencoded space in the data 
See what happens when you miss the quotes off for a form element attribute value when the data has a space in it.
other points;
email addresses cannot include a space.
subdomains and hostnames cannot have spaces in them. So if the system is setting up either of the above, spaces MUST not be allowed.
provided you are aware of the potential problems it can create and you take all steps to prevent them happening, it may never be a problem. But because there are many things that can go awry, it's simply safer not to allow spaces.
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A foolish consistency is the hobgoblin of little minds
Thought for today:- Is SEO the only industry where all the cowboys are Indians?
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