Timeless,
I've flown behind many of the PT-6 dash numbers, including the -67, and have worked on many of them. Operationally, most of them are the same, save for the specific numbers (torque, temp, etc). Internally they vary, and various propellers are hung on them, but operating a PT6 is really the same throughout the mix.
Where they differ is the time limits in which they can be feathered, the conditions in which they can be feathered (tailwind, for example), and ground operations ranges (harmonics and wind issues); these depend on the propeller and on the airframe.
Starting the engine in feather means that no oil is getting used for the propeller, which means that initial oil circulation stays with the engine bearings...which is where you want it. Move the propellers and you're dumping oil pressure when you need it most; at the engine start.
So far as the propeller itself, the engine doesn't know if it's turning or not; it's not attached. It's a free turbine engine, meaning the movement of the propeller with respect to rotation is strictly function of exhaust gas. In theory, you could hold on to that propeller during the engine start and prevent it from turning at all, though in reality the torque would toss you and likely hurt you, too. Point is, the exhaust gasses from the gas turbine generator (Ng) are turning that prop, after the engine is done with the gas flow...nothing mechanical between the engine and the prop but the case...and the oil.
This differs from other turbines you may fly, in which the turbine wheel or wheels are mechanically attached in some form to the propeller. In installations such as Allison or Garret engines, the turbine wheels are actually turning the propeller, too. In this case, the only function of the turbines in the engine is to turn the compressor. The propeller has it's own turbine, attached only to the gearing of the propeller, that isn't attached to the rest of the engine; it doesn't affect the compressor and isn't part of the turbine section either; it's just there to take advantage of the exhuast gas exiting the engine (more like a turbine in a river, making electricity).
Keeping this in mind, any oil that the prop is using isn't being used to make that engine run, lubricate the engine during start, keep things cool, etc...it's only there to actuate the propeller. You don't need to actuate the propeller during start, because you're not going anywhere. The propeller in feather isn't hindering anything, isn't putting a load on a starter, isn't boggng down the engine, isn't actually doing anything, because it's not attached to the engine.
Other engines such as the shaft-driven Garretts (honeywells now, I guess) and Allison engines are out of feather when they're stopped...because they need to be in a minimum drag position for the next start. When feathered, those engines do create a lot of drag for the starter and for the engine, and make for hotter starts. Not so with the PT6.
Starting out of feather means more airflow, as CA1900 indicated, past the exhaust. I've seen some BE1900 operators run the starts in feather, others with the props forward.
I generally start in feather and then advance the propeller once the engine is warming up.
Another reason, especially when it's cold, for not putting oil to the propeller too soon is taking care not to blow out a seal (a statement which has absolutely nothing to do with beastiality) with cold, high pressure oil. Start the engine, let it warm, then put it to the prop and let it work it's way through the propeller and prop controls.
To answer your question, yes it can cause problems, depending on the circumstances...ask the other pilot why he does it that way. I'd be curious to know.