Absolutely! While horses generally cope perfectly well without rugs at all, I don't think there are any major 'cons' to rugging horses occasionally, but there are lots of cons to over rugging them, rugging them for long periods of time, rugging with the same rugs when weather is different, etc.
I assume you're in the Southern Hemisphere tho & not thinking of just leaving your horses naked half way thru winter??
If I assume wrongly, I'd still be considering the above & minimising rugging to a degree, but remember they're acclimatised to wearing rugs & they will also have a reduced ability to regulate their own temperature, due to long term rugging. So best to wait until the weather warms up & ditch the rugs next winter.