I find the owner's advice weird. I have a Brother and I can sew with any thread, yes even metallic and invisible. I wouldn't buy a machine if I was told I couldn't use something as commonly used and widely available as cotton.
Have you actually tried cotton thread in this Bernina to see what happens? Some people pass along incorrect info, such as not using poly thread with cotton quilts because they claim poly thread will cut the cotton. This is an old wives tale and has been proven inaccurate many times over.