tedster - 11:17 am on May 3, 2013 (gmt 0)
I've seen smaller sites get into trouble this way in the past - from two scenarios, one malicious and one innocent. I your site begins to attract attention (i.e. rank well competitively) and your competition notices the vulnerability, then an intentional, negative SEO attack can spring up. And otherwise, you can attract automatic linking from various widespread spammer scripts that grab outbound backlinks to try to improves the trust of the spam site.
In either case, I don't consider it worth the risk, given the simplicity of the fix. If there is some obstacle, at the very least use a canonical URL link on every page.