I used to do that on bikes that had bolts on the axles, and no wrench on the bike. Some of the very old bikes had wing nuts though, that shows that even in the day they were trying to get away without doing it this way. The other issue are bikes will a lot of difficult to remove clutter that is in the way of a wheel removal.

I prefer not to have quick releases on my wheels. I can't see any reason for them. I use the skewers that have hex heads. A lot nicer.