Multiple legal entities in one business unit

Summary:

We have a client which has 3 legal entities.

Entity 1 : Holding entity

Entity 2 : Main entity where most of the operations will happen

Entity 3 : Another entity which also perform very minimum transactions

There's no need to enable security between these entities.

I'm thinking of setting up just one Business Unit for all of these 3 entities. This mean Purchases orders, AP Invoices, AR Invoices will be setup for all of these 3 entities will be created in one Business unit.

Has anyone done this setup before ? What are the challenges with this setup ?