My speculation would be that as long as they're still eligible for NZ and not defecting to Australia that it wouldn't matter to most people. This could be different among different generations of fans, but my feeling is that most people that have grown up with the internet, and thus in a very connected, globalised world aren't as parochial over stuff like that. And it's just so common for professional sports teams to have international players. During the world cup for instance I didn't notice any reluctance from advertisers to use our players based overseas for promotional work.
And living and working in Australia clearly does appeal to a lot of New Zealanders! The reverse could be the case too for some of our players. It'd be a benefit if there were some more Australian players in Kiwi teams too, as they'd provide extra interest for Wallabies fans in those games. It works both ways in that sense.