Hi Luis,
it prevents the loading of some CSS files and maybe some JS files and than the WebUI is broken due to the missing of those expected files.
When Moodle doesn't use slash arguments - except for some module like SCORM which requires it otherwise the SCORM content serving will be broken - it should use an HTTP GET param like file or jsfile to pass back what should be the file to be served.
Using a proper set of URL rewriting rules will always "fix" this issue regardless what Moodle should do to properly fall back.
That being said, there could be an issue - read: a bug - when slasharguments is off and Moodle doesn't fall back to the HTTP GET param. We could use your issue in the Tracker to point to this discussion and you could test a Moodle instance - running on Windows or Linux, it doesn't matter - to look for Moodle being able to fall back as expected by looking at the URLs being called by your browser.
HTH,
Matteo