There are technical arguments for favouring internal storage. Even the fastest SD cards are slower than internal storage, wear out faster, and if they are fat32 formatted they are less secure (file permissions aren't supported by fat32 drives under Linux - this is why the card has to be reformatted to be used as internal storage with Marshmallow). These are the (official) reasons Google have never been fans of storing apps on SD, and even less of storing app data - in fact the last Google device to have an SD card slot at all was the Nexus One (2010), so they really are not fans. Mind you, it took Google a long time to accept that people wanted to store data and media on the device rather than in their cloud - even the Nexus 5x only came with 16/32 GB and no expansion, and who other than Google would think that 16GB with no expansion, which means about 10GB available after a factory reset, would be sufficient in 2015/16 for a phone that's targetted at enthusiasts?
With the new Marshmallow option you can indeed store whatever you want on the card, but at the cost of having it behave like internal storage in other ways too (i.e. not being usable as transferrable storage due to encryption).
And yeah, I'd definitely back the card up completely before doing anything like this.