You CAN use the original DX9 client with Heavensward to continue using SGSSAA, but you'll be missing out on:

- DX11's increased draw calls/CPU/GPU efficiency (more consistent FPS/performance on modern hardware)
- Improved skin shaders
- HBAO+ (huge improvement on soft shadows and lighting)
- Tessellation and POM which will make the ground not look boring and flat
- Realtime reflections on shiny floors and surfaces
- Uncompressed textures and normal maps (bye bye blocky artifacts on every textured/bumped surface)
- Tessellated water (real actual waves in the water instead of flat water with pretend textured waves)
- Water caustics (those cool shiny light pocket patterns you see on the bottom of water surfaces, caused by light refraction on a wavy liquid surface)

We shouldn't have to make this tradeoff, that would mean SE's work on DX11 was a complete waste for many if it doesn't include better AA options (which was one of the most requested DX11 features to begin with...)