Omitting Relay Servers in a HA environment

We're running on SQL Anywhere 12.0.1 with High Availability with numerous MobiLink servers. Clients synchronize via a series of Relay Servers each running on IIS and are balanced using Microsoft Windows NLB. It's similar to the diagram found in the documentation: http://dcx.sap.com/index.html#1201/en/mlstart/ml-features-ml-intro.html

Has anyone tried removing the Relay/Web Server layer and have the MobiLink servers load balanced via NLB? What would be the disadvantages?

The advantage I can see is it uses less servers and makes the setup less complex. Your thoughts would be appreciated!

Thanks,