Hi Fiona
For existing completions changing the setting would mean that some users who were showing as in progress will be reset to no progress if they have viewed the course and not completed any activities. This wouldn't affect the certification status though as the course need to be fully completed to count towards the certification.
For future completions once the setting has been changed and the course are reset then the user will need to complete an activity before it will show as in progress.
It would pay to test this out on a test certification and user to see that this behaves as you require . Use the certification completion editor to view the changes to the completion records have been made.
regards