If you are not worried about the extra time spent, there is nothing wrong with it. In the days of free connections on BAEC RFS flights, I often did MAN-LHR-ZRH/MUC. These days I often use SK and connect in CPH. It's usually cheaper than direct flights. Another route I like is BHX-ZRH-MUC on LX. Often cheaper than BHX-ZRH.