In order for a stage to be 2.6 compatible it has to have the same exact collisions and camera data as the original stage it was based on. So for example, you can't have one guy using 2.5b SSE: Jungle and the other use 2.6 SSE: Jungle, because the 2.6 version is smaller and has smaller collisions. A desync means what you're seeing is completely different from what someone else is seeing. For example, you're playing a friend on Wi-Fi and playing on a stage that isn't Wi-Fi safe, and all of a sudden he walks off the ledge until he runs out of stocks, then the match ends and you get sent back to the main menu. But on his side, the match is still going and you're standing there doing nothing because you're technically not in the match anymore, and eventually he'll get an in-game error and get sent back to the main menu. The same goes for replays that are based on a different build of Project M. If you have a replay recorded while using the Full set and view it while using the Wi-Fi set, it won't work, and vice versa. Wi-Fi and replays will not work with the Full set at all.
tl;dr - Desyncing messes up Wi-Fi and replays, and you should always use Wi-Fi safe stages and/or textures when using the Wi-Fi safe build, unless you want to get rid of a stage you don't like, such as Mario Circuit or Rainbow Cruise.