I don't see why. It's less disgusting than going to the bathroom to do it. Due to the way you pee in to the bottle, you should never touch a single drop of urine, and it's nearly impossible for some to spray off-target, unlike when you're aiming into a toilet. Your waste never touches anything but the inside of the bottle, and as long as you close the cap tightly, there is zero chance of it ever spilling.

It's not as though the urine will magically seep through the container, so there's nothing to worry about. Also, you only need to store them for as long as you decide you want to. You can empty and throw away the bottles anytime you wish, so space shouldn't be an issue.