The Oxy-fuel cutting process is inhibited in the action of rapid oxidation due to the chrome, carbon, and alloys present in the material. The reason it isn't recommended aside from the resulting poor quality of cut, is changes to metallurgical properties in the resulting heat affected zone.
But if your going to do it anyways, slightly oxidizing flame, adjust your cutting pressures to ensure a clear visible cutting stream, and feed a sacrificing low carbon steel rod into the stream to support a cutting/rapid oxidation action. You can cut it, but as they say, it just isn't recommended.