Legal or not, why not do it the same way every professional and college team does it? What about the outfield, they never throw the ball to each other in the games.
The main reason any position player does this and for that matter even the pitcher is to get the arm and body loose between innings. You can get the arm and body loose no matter where the ball is coming from.
But seeing that it is legal, if someone thinks there is some kind of advantage, go ahead and do it. I do suspect some might see it the wrong way. Then again those would be the traditionalist. Of course there are a lot of those types. Who knows, maybe it will be something that catches on.