There is nothing inherently wrong about using blackpowder in most guns. The only drawback there might be to shooting it in a pump or auto, is that it may be more difficult to clean properly. In a muzzleloader or double gun, the barrels are more easily cleaned as a self contained unit. There are more hard to reach crooks and crevices in the action of a modern pump gun, although most of the fouling "should" be contained within the barrel. An auto gun might be worse, and I don't know if I would ever try shooting blackpowder in one. Just too many places for fouling to get into.
One warning though, once you start loading blackpowder, you might never switch back to the new-fangled smokeless stuff, which is probably just a fad anyway