There are some indications of serious inbreeding issues in axolotls.
In the case of N.kaiseri i´d say it is particularly important to avoid inbreeding when possible for one very good reason, there will be no introduction of new blood from wild populations. If we don´t take care of the captive populations, once they are empoverished, there´s no going back, which is the same situation as with axolotls, currently.
One huge difference with wild populations is that even if a particular population is highly inbred, it´s subject to selective pressures that will eliminate the worst effects or unsuitable individuals. In captivity that simply does not happen which makes it substantially worse because there´s no refinement of the populations, no possitive selection.
As johnny says, there´s has been quite a bit of debate about this issues in the past, make a search.
One little thing...JacksonR, if you realise that there can be serious negative effects in the long run, why is wrong to inbreed N.kaiseri, but is ok to do so with a common species? I find it equally objectionable irrespective of the species.