I have always pieced my batting, with a hand zig-zag stitch or batting tape, and now with 2" strips of fusible interfacing - which works really well. I've never thought that you shouldn't... why on earth not? When the quilt is finished, it is impossible to notice the joins.
Here batting is only available by the meter, so we have to cut it to the size we need. When I have a bag of small scraps, I use it as stuffing for a cat mattress...