I believe it is not a good idea. Many people think it is OK to use receivers on board an aircraft, because unlike other devices, e.g. mobile phones, recievers do not emit any signals, and therefore create no interference with on-board systems.
However, almost every receiver of this type (vhf) is using the superheterodyne principle. The carrier frequency is step-down transformed into lower frequencies before being finally detected and transformed into audio output.
The problem is that during this transformation parasite emission are created, that is, you will be inadvertently transmitting while receiving. These parasite signals may be stronger, weaker or virtually non-existent depending on the quality of the receiver.
There is a possibility that these parasite signals interfere with avioncs, though I think this is very unlikely in contemporary aircaft - digital signals are very resistant to such interference. But ... well ... you never know... If they say you can't use it, you' better not. Airlines wouldn't sacrifice the comfort of the passangers, uless they have a good reason.....