The obvious danger with going anything other than forwards at high speed (certainly when low level) is if anything unfortunate happens requiring an immediate landing. Running it on from 70 kts is fine going forwards, but if you have to turn through 180 degrees, pick your spot and then run on, while also performing the engine failure IA's, you have given yourself an interesting challenge.
Yes, in a Lynx or any other twin you have more options available, but it's not a good habit to get into unless you are prepared for such an eventuality (eg. display or test flying).