There is no disadvantage other than the inconvenience in ticketing and cost of traveling LHR-BUD to commence the LONE3 ex-BUD. MA is difficult to deal with for complex ticketing (they aren't used to it) so you may have to use a travel agent in BUD though there is likely to be a Hungarian TA in London who can arrange things for you (maybe even be able to issue MA ticket with LHR origination). With e-tickets future changes to the ticket should be equally easy no matter which Oneworld airline issued it (in theory, sadly not in practice); keep a printed record of the e-ticket including tax construction with you when you travel.