Multi-fasted answer really.
Is there anything wrong with it? No, you play what you enjoy.
Can / Will guilds reject you for it? Yes, especially at Mythic level where every little bit counts.
At the end of the day, you play what you want, but you also have to understand that people aren't going to want to carry around dead weight. Being Frost vs Unholy, you're gimping yourself 40K DPS.