Personally I've only ever had one issue when trying to swap at a location other than where I picked the car up. That said, it's definitely generally easier to swap at an airport location that has aisle service rather than a location that's only counter service.

(The one exception to this was when we had a 35 day rental, and tried swapping on day 30. Nationals months are 30 days (ironically, even though 31 days counts as a monthly rental when reserving, the month still splits at 30 days). Because of the way the contract gets split up, and the timing involved on the day, that became a real mess. Ironically, we were doing that one because we were trying to be helpful with getting the car back to them close to the preventative maintenance mileage on the sticker).