It would affect set-up significantly, as the string tension is much less with nylon strings, and you typically need higher action on a nylon string guitar because the strings deflect more.
Also, you would need a new/modified nut to accommodate the larger strings, especially on the treble side.
It's not worth the cost. I honestly worry about this "store owner" making this recommendation. Is he a guitar tech, or does he have any guitar experience?
Just get a nylon-string guitar. You can find great ones everywhere for cheap.
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Rainsong Shorty SG-FLE
Yamaha CPX-15W
Rhoney Lil Stinker
Rhoney Oceana
Warmoth Jazzcaster
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