The only time it would make a difference is if you like your seams on the loose side. Many quilters do, because they are a lot quicker to rip out if necessary; and paper piecing, sometimes when you take the paper out it leaves the seam thread visible.
I think the matching thread idea comes from fashion sewing, and probably is important for a nicely finished project.
Yesterday I was sewing dark brown and light pink patches, today I'm sewing black and cream Asian prints together. Really now, how can you match threads? I just bump my stitch length down 2 notches.
The 'quilt police' only live in our own minds.