Clearly, this can lead to some unwanted results. First, all edges and lines get blurry and second, the assumption of a white background causes the gray shades to stand out when transferring the image to background with a different color (like the popular blue in PowerPoint presentations). A more surprising effect of anti-aliasing is that the seams between tiles that make up the land mask when using pscoast will become visible. The anti-aliasing somehow decides to blur the edges of all polygons, even when they are seamlessly connected to other polygons.
It is therefore wise to overrule the default anti-aliasing option and oversample the image yourself by choosing a higher resolution.