Hi V45
Like Dean said, if it's your only option instead of a mill, or you're still saving up to buy a mill, it's great to have.
I built my first five engines with just the lathe milling attachment to do the milling jobs - like Dave said, gingerly. I actually learnt a lot by going through this phase!
Something that people tend to forget - even if you buy such an accessory, it's not necessarily limited to use on the lathe.
Since I've bought my mill, I've never used mine on the lathe, but I've used it on the mill on a couple of occasions - as a way to get an additional straight axis of movement, or just to hold things. This may sound weird at first, but once in a while it can be useful. In
this post(about 4 photos down), I used it on the mill both as a way to mount my dividing head on the mill, as well as a method to set a slight angle to pre-slit grooves to make a worm gear.
If worst comes to worst and my mill breaks down, at least I have that bit of kit to temporarily do milling jobs; it might even be needed to fix a broken mill
Many hobbyists also go on to use these attachments on other tools; I've seen ones adapted to tool & cutter grinders and many other tools.
This is just to give you an additional perspective - at the end of the day, you are the only one who can decide what route you'd prefer.
Kind regards, Arnold