Well I had issues.
I did a trail ride right after the fork swap and noticed the paint on the spokes was worn off on the brake side. I painted the spokes black because they were badly stained by the PO. I did some more looking and sure enough, the brake hose could easily be pushed over into the spokes. I didn't think a whole lot about it until I went out to the local MX track and did some laps.
The brake hose was actually getting down into the rotor!

Sorry for the blurry picture, but you can see where the rotor cut the outer sleeve on the hose.
This shows the paint worn off the spokes. Again, sorry for the bad picture.

And this shows the black marks all the way down on the flange of the hub and the boss for the rotor bolts.

I ordered a set of RM fork guards that I think will work out much better. It looks like I will need to trim just a little off of the hose holder dealie for the KDX clamp to fit perfectly though.
So those of you with KLX forks using the old KX style guards and the KDX hose routing, beware!!!