Hybrids are a contraversial topics in the exotic pet trade and opinions vary on best practice for breeders or people who are thinking about letting their pet parrots breed.
There are two main reasons for concern regarding hybrids. The first is health-related. Some crosses have known health or behavior problems later in life, due to genetic incompatibilities and instinctive behaviors that differ between species. Sometimes, hybrids are sterile or have shorter lives that their parent species. Not all hybrids are unhealthy, but it is a potential issue with any new cross and health information is limited on most hybrids, due to their relative rarity and lack of studies. I am not aware of any known health concerns with rosella hybrids.
The other issue is largely ethical and it is related to the future of aviculture and the longterm preservation of exotic species in captivity. Unlike cats and dogs, most parrot species are not "domesticated". They are exotics and still closely resemble the wild parrots that live in their native habitat. In some parts of the world, parrots may even be wild-caught, although that is becoming less common due to changing laws. Even so, individual parrots in aviculture are usually identified as members of a discrete wild species, rather than being a domesticated "breed" of pet parrot.
Hybridization between related species can occur accidentally or intentionally in captivity due to the unusual circumstances involved. Two parrots that would normally never meet in the wild are brought together and denied access to their own kind, so they pair off and try to breed. The result is hybrid offspring that have a mix of genetics from two previously distinct populations, sharing traits from both parents and belonging to neither species. Sometimes, it is hard for humans to even recognize the difference between a hybrid and an unusual-looking non-hybrid, which can lead to confusion and accidental hybrid breeding, especially among novice breeders.
So why does that matter? Basically, if too much hybridization occurs in captive populations, there is a risk that aviculture will eventually lose access to stable breeding populations of the original species, so given enough time and irresponsible breeding, these species will effectively disappear from the hobby. Macaws and lovebirds are currently dealing with this problem to some extent. Some species are very hard to find in their original state and mis-labeled hybrids are fairly common.
There's also the issue of dwindling wild populations and the possibility that a time will come when captive populations are the only living representatives of their respective species and may be vital to repopulation efforts. Fortunately, many popular parrot species are not at risk in the wild. But it does provide some perspective on why avoiding hybridization might benefit future generations.
This is all pretty "big picture" so I can understand why you might not feel like it applies to you and your pet birds. Hopefully this post was helpful to you.