Had a bung with my afterburner vortex and when in use it did make a noticable difference in performance(on the road, never had it rolling roaded to see)

So I would guess that it would have some effect on the way the car performs, via its map.
If you have the option, safest way IMO would be to have a map for in and out to be safe

although, so long as the car is not driven hard with the bung in place, I would guess it should be fine

This is what I was told when I purchased my bung....
Wasn't long before our bung was just left out, so would suggest changing to an exhaust that more suits your all round needs than going for a bung