That does not make sence. MysqlMan was written to replace phpMyAdmin with a perl version and I can dump to my local computer with phpMyAdmin. It can be done but not with this application. As for the consequences, what wrong with dumping a database to a local computer. It's quicker than going to disk than downloading it to your computer. If the problem is security, you will still need access to the database to dump it.
I use version 2.2.4 plus I also use MysqlMan, but to do a database in phpmyAdmin
1 - click on the database name
2 - View dump (schema) of database, and select the tables you want to dump and the opitions on how you want the dump done (Structure only, Structure only and data or Data only) plus a couple other options.
3 - select "Save as file" and click go.
That's it, the program will save a file on your hard drive where you want it with a ".sql" extension.
You can then run the file on another server to re-create your database or keep as a backup.
When I change hosting company that's what I did and now I use it to back up my database.
You can do Dump to Screen and then click File->Save As. Not as elegant and could slow down on very large dumps. We'll look at adding it as a file in the next version.