It's probably rare, but I speak from experience (specifically with the game "Inherit the Earth: Quest for the Orb"). Installed with DOSBox, worked fine; when opened in DOSBox-X, graphics were all screwed up, and all the settings were set upon install, so I would have had to reinstall anyways. This was more than a year ago, so maybe it wouldn't happen today given how many new releases they have, but I don't feel like testing it out.
Still, great project, and I prefer it over the OG DOSBox.
Also, be aware if you are using your existing DOSBox directory: games that require installation might not work if installed via the original DOSBox.