The multi-needle sets look cool and for simple decoration they are fine. However two caveats go into this. You _must_ have a double track spool set up. Two (or more depending on the set) slots for spool tension. You don't need two tensioners but to run two threads though one tension slot is asking for tangle nightmares. Some folks may be able to do it... but I wouldn't even try. That means a newer machine with two spool holders and two tension slots. (or more I seen sets with three needles.)
The second issue is you still only have one bobbin thread. The bobbin thread is pulled back and forth between the two lines. I would trust that for anything but decorative work. If it was integral to the stability of the item I would not like to rely on it.