According to OnStar and Ford SYNC, aftermarket OBD-II devices directly cause issues with the monthly diagnostic reports that they provide. Most functionalities of these and the other manufacturer specific diagnostic systems should continue to work if you're also using Automatic, but you won't receive complete monthly diagnostic reports.
There are, however, workarounds for users wanting to receive diagnostic reports manually.
If you unplug the adapter and then press the blue OnStar button, you should be able to request an on-demand diagnostic report.
Unplug the adapter and then manually perform a Vehicle Health Report.
You may have to take a trip with the adapter unplugged before the vehicle will let you run a report manually.
If you have a manufacturer specific system that's not listed here, the steps should be similar.