No, it should not affect data integrity at all. Specifying DEGREE(ANY) simply tells DB2 to try to use parallelism to satisfy queries. DB2 can use CPU, query, and/or Sysplex parallelism to break a query up into multiple parts that are acted upon at the same time (that is, in parallel). The degree of the query indicates how many concurrent parallel engines are acting upon that query. DEGREE(1) specifies that parallelism should not be used.
Regardless of the DEGREE specification, though, the results of the query should be the same. If they are not, then it is likely that there is a bug within DB2. Early releases of DB2 that supported parallelism seemed to have some bugs when trying to run parallel queries. As far as I know, these bugs have been cleared up and if you are running DB2 V7 with recent maintenance applied there should not be any problems with parallelism -- data integrity problems or otherwise.
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