It doesn't cause problems. An IDE can only read then write, not do both at the same time.
If you copy from Primary Master (1rst Harddrive) to the Secondary Master (burner), then the 1rst Harddrive can read while the burner is writing.
On the Secondary Slave (2nd Harddrive) to the Secondary Master (burner), the 2nd Harddrive will read a few mb's of data then write to the burner. The Secondary IDE will read then write a few times, going back and forth.

On another note, if both harddrives are on the same IDE, and you copy data from one harddrive to the other, then one harddrive will read a few mb's then the other harddrive will write. Doing a back and forth thing again. Read then write, then read then write.

And the harddrive no longer runs as slow as the slowest device connected to the same IDE. Its the read and write thing again.