Yep it can make the PIC non reprogrammable. Here's the warning right from MPLAB.
ICDWarn0033: You have selected Internal MCLR and Internal Oscillator in your configuration settings. If your code makes use of port pins that correspond to Clock and Data pins in programming mode, you may not be able to reprogram your device. See on-line help for this warning for more information. (OK/Cancel)
When Internal MCLR is used with MPLAB ICD 2 for programming, both Vpp and Vdd are powered together, and then Vpp is pulled high to Vihh to enter programming mode. This means that your code will be running before Vpp goes to Vihh. If that code makes use of port pins that correspond to Clock and Data pins in programming mode, there is a chance their values may not be 0, as necessary to enter programming mode. Therefore, the device could not be reprogrammed.