I'm not sure if there's a concern per se (that would be up to your IT guys). One thing to be aware of would be WAN transfer speeds. You don't want to be copying large files across a slow network (this includes opening a large file over the network).
Other than that, what you should need to get this to work practically is: (1) establish a trust between the 2 domains; this is necessary in order to be able to add a DSC to allow domain B users to authenticate on the QVS (the username specified in the DSC in QMC would be a domain user on domain B); (2) if you need to administer the QVS from domain B, you would need to check "Allow admin using name and password" under QMC >> System >> QlikView Servers >> Security; this would allow a QMC instance to be installed on domain B. However, it's usually a best practice to only have 1 QMS per QV environment, so if you are viewing domains A and B as a single QV environment, you should just leave QMS on domain A.
Hope this helps!