Either way, the "norm" of a four vector [itex](ct,x,y,z)[/itex] in flat spacetime is [itex]-ct^2 +x^2 +y^2 +z^2[/itex]. Some textbooks (I believe Marion-Thornton does this) try to "hide" the negative sign by instead saying that the dot product of four-vectors is as in Euclidean space, but the time component is imaginary. This of course is mathematically equivalent, but hides the very idea of a metric which we will need later in GR.
Also, in flat spacetime we become complacent with the idea that a vector can be a 'displacement vector', instead of event coordinates being separate from the vector coordinates in the tangent space. Once in curved space this becomes obvious, and pushing the imaginary number onto the coordinates of the tangent space means even less then. Furthermore, the metric would start to have imaginary components, and the curvature and other things would need to be redone just to fix this kludge.
So imaginary coordinates are not useful at all (they don't "work").
I don't think they are claiming you literally cannot make changes in definitions to force such a substitution on the notation, but one would have to be acutely aware of this substitution to prevent problems ... to the point where you'd most likely be forced to just work it out normally and do the substitution afterwards (making that notation pointess).