What could go wrong if I still insist on using set_404 rather than wp_die?

[felixdawu]

In version 1.9 of "rename-wp-login.php", this change is made: WP-admin will now have a 'wp_die()' message instead of a 404 template because this caused problems. I looked at the source and found "wp_die" instead of "$this->set_404();" in the function "public function wp_loaded()". Now, what I want to know is, What could go wrong if I still insist on using set_404? What are the caused problems?