Done properly and with forethought, there's no reason that you couldn't easily remove the wall prior to listing it for sale.
Yes - it WOULD hurt resale 99% of the time, but if you plan it, you can maximize your enjoyment without doing harm to the value. Just keep in mind that it's a "temporary wall" as you build it, and enjoy!
I agree just keep in mind its a temporary wall. Anything can be removed before you sell it. I have a wall in my house i will be removing if I ever decide to sell