We've had Limi's for quite some time, and usually the pure-breds are very wire-haired. We have had a couple that have had pretty good hair, but certainly not like what you would see on a typical shorty.
If you are showing breeding stock, which you would with a pure-bred Limi, then it's not quite such a limiting factor.
Other than that, I have had good success with them using a roto brush extensively, and you will have to put twice as much time into the leg hair as compared to your shorty calves.
Oh, and they can be just a little tougher to halter-break........