That could be dangerous, but the biggest reason is that you've only got that 0.25mm of "deadspace" for your skewer's conical spring to be compressed into. In that situation, the ends of your quick-release skewer actually may not be clamping onto your fork's dropout, they're just bottoming out on the pancaked conical spring instead.

I'm guessing your wheel is missing some washers between the locknuts and cones. Pics?