The only "PROBLEM" is if you happen to sell, trade, giveaway it's a good idea to let the new owner that they are hybrids. Other than that, really that isn't that big of a problem, MOST of the time,(Some say always, but I am reluctant to agree that they all are) hybrids are sterile. They usually don't get as large as koi, but can get as large as any large goldfish. I've had Butterfly koi and goldfish crosses several times, a few of their babies ended up being some of my favorite fish. So yes, if your breeding for pure breed koi it's a good idea to only keep koi together. If your just enjoying the fish you have, enjoy them together, Hybrids aren't as bad as some make them out to be.