I think the old concern about it was the old saw about like threads with like materials, supposedly because it was cotton wrapped poly core it would be too stiff/brittle/hard for the cotton material but was best used with blends.
But I used basically nothing but Dual Duty for 30-40 years for sewing, quilting, top thread, bottom thread, etc. and it always worked just fine with no appreciable damage.
Now we have poly threads specifically for quilting with cotton. Just bought a cone of Sew Fine to use as a bobbin thread and no one says "oh no, not on cotton quilts!".