Nope. You are good to go. Been playin MHX cia online on my us 3ds for months now. And its not a legit cia game and I have yet to be banned so youre good.
Thats fair. My brother wouldnt let me downgrade and set up cfw for him until I had done it to 7 different 3ds'. Haha
If you do decide to do it(which I recommend), there is a fantastic guide around here and I'm more than happy to help or explain stuff in more detail if you do.