Well, you can certainly do that but "without consequence" is probably not accurate - Unity creates 3 DLs by default - "all subscribers", "system event messages" and "unaddressed messages".
The all subscribers is referenced in the default subscriber templates that adds users that are created/imported to this distribution list such that you can easily address messages to all subscribers on the system. You can, of course, just yank that DL out of the templates and then not worrya bout it (you can, in fact, then just delete the DL entirely) - but we usually find this is a handy thing to have around which is why we put it there.
The unaddressed messages DL is _critical_. This is where all messages that we can't deliver from external callers (i.e. when the targets voice mail box is full or whatever) end up going. If you toast the DL or remove all users from it then those messages are lost forever - not good. Make sure you have a live admin person in there to handle those messages for you.
The system event messages is used by the error monitoring system (which is being removed in 4.0(4)) and can just be removed without worrying about it.
