Yes, no.
Seems so, running is natural - running well is a skill.
Just think of your gait as an interconnected series of levers. With lifting your knees higher, you are using the very long and very muscular femoral lever arm to swing the inferior levers through. This enables you to better use your iliacus and psoas major muscles, which are single-joint muscles acting only on the hip (they originate on your inner pelvis and lumbar vertebrae), to generate kinetic power. A lower knee lift predisposes rectus femoris, a multijoint muscle which crosses both the hip and the knee, to both flex the hip and extend the knee. This is less efficient, and less powerful. You use all muscles in concert all the time, but your 'new' stride' has shifted focus a tiny bit, and even tiny changes that high have quite profound effects once you get to the level of your foot.
Of course problems can pop up anywhere, but I suggest if you're going to have problems it will be above your hips, in your lower back and erector spinae. Just be prudent, take it easy, act on any niggles and enjoy your new 'gear'.