Well depending on the dog, it could cause digestive upset, diarrhea and throwing up. It doesn't happen with all dogs, and some never have a problem with the fast switch but I think most recommend it because it's overall easier on their digestive tract and the way you find out it does bother them is after they are already sick, so people try to prevent that in the first place.

To Dreamdog, I would try your dogs on Chicken Soup, Canidae (I can only speak for those two personally as those are the two I use) or anything else on the Whole Dog Journal list of recommended foods. They use better ingredients and so you end up feeding less overall as less is filler and waste. It actually costs close to the same when comparing the amount fed to the price of the food, for the better quality foods. Especilaly with a breed prone to becoming overweight easily, you really want to skip the fillers and grains as much as possible as they are empty calories and only end up in your yard as extra poop=x