In all MSCS setups I have seen when its on round robin you will find that disk cmds queue in the kernel every time is swaps paths. It will still work and function it just does not perform as well as it could.
If you have the MSCS virtuals setup for cluster across boxes and have round robin PSP applied on the RMDs look in ESXTOP and see if you get periods of queuing.
If it doesnt have this effect on your hosts then great, but either way its one of those things where the vendor wont support a particular setup but doesnt mean it wont work. If you were to call VMware up because you were having issues they most likely wouldnt look at it until it was running on a "supported" setup.