While developing, you encounter some problems whereby some things aren't possible. You now have to edit the design. The client's unhappy - they notice some parts are different to the original sign-off design - what's going on?
Ever heard of "managing expectations"?
IMHO there's a flaw in the methodology if you let a client sign off on a simple screenshot without pointing out that that's what you're *aiming* to produce in the final version, not what *will* be produced.
Why risk promising something you can't deliver? If you explain this up-front, there's much less risk of disappointment later on.