I don't know the answer.
I suspect you'll just get some "muddied" statistics with the outside NATed traffic of the MX also showing as a client in the client statistics.
In other words, the MX will itself show up as a client.
If may cause some traffic to be counted twice, and traffic analysis might show double what it should be. This is because the network will see the traffic entering the MX, and then see it again leaving the MX.
I don't think it is that big of a deal if this is the case.