This is no big deal. Assuming that you are running MBAM in integrated mode, the recovery information is stored in the recovery DB of MBAM and not ConfigMgr. The only data stored in ConfigMgr is the compliance and auditing information which you will lose
but this is not critical from an operational perspective.
Why are you standing up a whole new site though? Why not simply perform a site recovery to the new server and keep everything?
Jason | http://blog.configmgrftw.com | @jasonsandys