Many multi-robot planning problems are burdened by the curse of dimensionality, which compounds the difficulty of applying solutions to large-scale problem instances. The use of learning-based methods in multi-robot planning holds great promise as it enables us to offload the online computational burden of expensive, yet optimal solvers, to an offline learning procedure. Simply put, the idea is to train a policy to copy an optimal pattern generated by a small-scale system, and then transfer that policy to much larger systems, in the hope that the learned strategy scales, while maintaining near-optimal performance. Yet, a number of issues impede us from leveraging this idea to its full potential. This blue-sky paper elaborates some of the key challenges that remain.