You'll get bugs in your teeth and your hair will get mussed.
No, you'll be fine.
The Sunrider caution is to avoid the back of the Jeep filling with a lot more air than it can get rid of. Think of air as a fluid, like water - if you fill a container up really quickly, it's got to go somewhere. On a sunrider, if you scoop in all that air, it can blow out the back curtains.
But if you remove all the windows, the air just flows right back out.
Worse case scenario is that the air will push the back bow down a bit (no biggie) and that will cause the back corners to pop loose (again, as InfernoGirl points out, not a big deal).
Have fun! Enjoy your summer.