I heard the general consensus was you could take 2 walkons and still be fine, but I saw this in an email from The GRAND Master:

"Q: Is there any negative impact to having walkons on the team?
A: Yes - if you have more than 1 walkon, your players will not improve as quickly during practices. The more walkons you have, the less improvement you'll see."

Is this a change they made recently?

No, its old, the penalty for a second walkon isn't big, especially compared to walkon #3

Right, 2 walk-ons technically incurs a penalty but you probably won't notice it. With 3, you will likely see about 2-3 points per player per season less improvement. Don't even think about 4+.