Android Support SDK - initializing on-demand rather than application startup

I see this note in the documentation:

"You can initialize the Support SDK in your Application subclass, in an Activity, or anywhere you have access to a Context. Zendesk recommends initializing as early as possible, such as at application start time."

https://developer.zendesk.com/documentation/classic-web-widget-sdks/support-sdk/android/sdk_initialize/

Any major issues with initializing more "on-demand" (before or when the user is going to access help information, for example).