So as update to this thread, I emailed Hair Direct and Walker to ask this question. So whoever told you not to use it with lace was full of nonsense. I think what they meant was don't APPLY it to the lace itself. Here is the response from Hair Direct:
Hello,
Thank you for your email. Walker Ultra Hold Adhesive is safe to use on all base types. When applying it, we do not recommend putting it directly on the lace material. It is recommended to apply the adhesive to your scalp and then you would want to lightly press the system onto the adhesive to secure it.
Kind Regards,
HAIRDIRECT