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It should work in many more situations than that. The two ends *negotiate* MTU as part of TCP connection setup, and will chose the lowest of the two sides.
The main problem is when you set MTU 9000 on your hosts but the intervening network doesn't support MTU 9000. This can happen on your LAN if you've not enabled jumbo frames on your switch.
If you set MTU 9000 on a LAN interface that also routes traffic to the Internet, and you're unlucky enough to talk to a remote host which also has MTU 9000, then it can cause problems. Path MTU Discovery should take care of that automatically, but it depends on ICMP, and there are some badly-configured firewalls (and even ISPs) which block ICMP traffic.
The ideal setup is to have a separate internal LAN with MTU 9000 for where you need very fast transfers - a storage network for instance.
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