Hi,
From our documentation it seems that when you are running on webfarm and have the same UNC root defined on all servers, it is necessary to add the following key into your web.config in order for the files stored in the libraries not to be transferred when synchronizing the web farm content:
<add key="CMSWebFarmSynchronizeMediaFiles" value="false"/>
Also Im not familiar with cases it wouldnt be working.
If you however encounter any issues - why not use virtual path instead?
Kind regards,
Richard Sustek