XI Instance Strategy - relationship to R/3

I am told that as soon as we start to use ABAP proxies between R/3 and XI, we can only have a single XI instance talking with that R/3. Can someone confirm this and explain why? My concern is that we have a number of potential systems that have a long-lived process relationship with R/3 and I do not want to have them drive my message storage on XI.

Also, what are the issues we need to consider when interfacing across many R/3 environments, as well as non-SAP ones, as far as number of instances of XI to have?