No, I don't see that as an issue at all. We need to do the same as done in standalone distribution:
https://github.com/mulesoft/mule/blob/mule-3.x/distributions/standalone/pom.xml#L131
https://github.com/mulesoft/mule/blob/mule-3.x/distributions/standalone/pom.xml#L170
https://github.com/mulesoft/mule/blob/mule-3.x/distributions/standalone/pom.xml#L216

If you need to exclude anything this can be done via dependencias or by customizing the plugni config.  NOTE: mule-module-db is missing from all-modules, so you'll either need to add it or list in seperately in embedded distribution pom.xml