I finally did this experiment today. This is something I have contemplated for a while.
The reasons driving me to want to try this were:
increase the safe Z distance from the cone to the material
reduce the potential for contamination entering the beam opening at the top
engrave acrylic without air assist (because it engraves so much better without it). Doing this without air assist will cake the acrylic on the nose cone and often lends itself to lens damage.
I bored out the tip of a nose cone for beam clearance and there is still ample air flow when cutting through material (having the shop air piped in and running 30 psi through the cone).
Wow. This is great.
Here is some UV printed (for coloring) extruded acrylic (unfortunately extruded) engraved And cut with ZERO post processing.
Here you can see the increased distance from material to cone: