However if they are completely contradicting and overriding tilesets then it will look funky. Basicly it'll work like this:
You're in level a1 which is using tileset A.gif. Level b1 is using tilest B.gif. They are overriding tilesets (that's to say that they look completely different and use the same tiles for different objects). While you are in levele a1 you might come to the border of b1. Level b1 will be shown in tilesetA.gif until you actually enter level b1. Then while you're in b1 level a1 will be shown in tilesetB.gif.
So it's all a matter of where you place the tilesets I suppose and what each tileset changes.