Nothing wrong.
This plugin is only can be network activated. It will be not fully protected, if you only activate it on some sub sites, but not all sub sites. So if want to activate this plugin, you only need activate once, and only on network activation, so all of your sites will be protected.
Also, for protection this plugin will modify your .htaccess file. This file will have effects on all of your sites (main and subs). That why it is not possible to be activated on certain sub sites only.