Yes, it can be inadvisable, as Chris's link shows. NHBC, among others, provide a map of the UK showing areas of extreme rainfall, and more importantly, exposure to high prevailing winds.
Most of us aren't included in these areas. In which case, there is no problem.
Cavity walls are widely misunderstood. The outer leaf is designed to be damp. It's what it's there for. There's a load of unjustified hysteria over damaged "pointing". Yes, it can slow the passage of water to the cavity, but the fact remains that the outer leaf is not a barrier.
The other consideration is the age of the building. Years ago, before the advent of thin profile stainless steel wall-ties, great big, clunky, galvanised ties were normal. These things invariably stored mortar droppings during the build. Adding cavity wall fill to these often resulted in damp migration.
So... what's your weather like, and how old is the house?