There is absolutely no problem at all in washing off the road grime that accumulates in the motor bay. I do it regularly. I usually spray a little Simple Green on the parts to loosen the grime and then hit is with either a hose or a pressure washer. If a pressure washer is used, make sure that the nozzle is not to close to the parts as some of the softer parts can get torn by the water stream.
As part of the testing of these vehicles, they are driven in water that is 2 ft deep, so washing off the motor compartment is not going to cause any issues.
Despite the fact that there are no oils or grease in the motor compartment, airborne road grime will accumulate in there, and it is prudent to clean it off occasionally.