if the thread is strong- and what you like to use- it is fine to use it-
i have had some embroidery threads that were not strong- break way too easy to be used for quilting= but then there are some that are just fine. it is your project- use what you like,
there are plenty of people who quilt with silk thread too-
nothing wrong with it- as long as it's strong thread and what you like
i like rayon threads sometimes too- great colors- and great sheen