Yep, exactly that killed my window manager on stable. I _have_ to use nightlies now, because I need the alloc_jemalloc feature.
The problem was that the config is compiled into a dynamic library and gets passed the config struct. The old alloc method kind of died on me when the dynamic library was trying to alter that struct. So I had to enable jemalloc to keep it from crashing.
However a few key platforms have jemalloc disabled because it's buggy (deadlocks or worse). I think as of a few days ago it's pretty much universally off on windows.
Also whether jemalloc is used depends on how you build your thing -- dylibs use the system allocator (because they're subordinate), static libs (rlibs) inherit from the thing they're linked into, and executables use jemalloc (because they're in control).