Its not necessarily a 'bad' thing just not part of the wood turners 'vocabulary' in turning such a fine object.
Wood turners do use files for spirals etc and as part of sculpting their pieces but normally when the piece is static.
Part of the skill is in being able to turn down to the final .5 mm as close to finish as possible and then do the final finish. If you have to resort to the 80 gouge paper or file then you aren't really demonstrating a skill. If you have used the tool properly then the wood should be satin smooth anyway.
Equally if you get into that habit you will start to use it on other pieces and the larger they get the more dangerous it will become to use a tool without a tool rest; therein lies the future peril brought about by an 'innocent' bad habit.
But as some posted previously you can use your feet to operate a skew, all that really matters in the end is first safety second a beautiful finished product.
There you go my ten penn'orth :wink:
PG
PS if you want the sides to be flat, stick some sand paper to a piece of plywood and use that you can then have several grits all placed strategically, personally I use this
Flexipads Shaped Hand Sanding Blocks - Sanding Blocks & Pads - Abrasives - Abrasives, Cleaners & Finishing | Axminster Tools & Machinery with an assortment of grits then sanding sealer then micromesh to 12000grit