The primary downside of purchasing products internationally is the potential lack of domestic support (technical/RMA) and potential language issues (i.e. firmware language support and purchaser's native language). Stating the obvious, most people purchase products internationally because the products are not (and will never be) made available for domestic purchase. Since the DIR-857 will be sold in the U.S., purchasing the DIR-857 Internationally should not be an issue if the purchase price (+ shipping) is comparable to the U.S. and the hardware is identical.
There is one potential hardware related issue. If the product serial number is tied to the country of origin, it's possible that U.S. support will refuse to service the product or accept returns. This is sometimes the case with large internationally companies with distributed manufacturing and support centers for the same product.