It is just lubricant ... if it meets the standards, then it will probably be fine. I have switched every car I have ever owned to synthetic engine oil, auto transmission, manual transmission, and rear end differential ....never an issue (not a huge data set, but consistent with what I have heard from many, many others).
Pretty human nature story here ... folks that have switched recommend doing so (cause they did it) and folks that haven't switched don't recommend it (cause they haven't done it).
Course, I also am over-generalizing the heck out of the topic.
Seriously, use the best lubes you can afford - they are and will increasingly be, synthetics.
1991 350 SDL (200K and she ain't bent, yet)
former 2002 E320 4Matic Wagon - good car
former 1985 300 CD - great car
former 1981 300 TD - good car
former 1972 280 SEL - not so good car
a couple of those diesel Rabbits ...40-45 mpg