A lot of advice to have the catcher set up late, but I imagine that unless your catcher is really skilled at doing this two big problems can occur: She'll not be comfortable/in position to receive the ball well, and this could distract/block the umpire, who sets up in a certain spot over the catcher's shoulder. If your catcher is moving late, the umpire may not have time to adjust (and, I presume, he doesn't want his head to move anyway).