I can't think of any NEC problems. But from a practical standpoint, I've found it is usually more cost effective to install multiple runs of 2 or 3 conductor NM cable. I've been down this road and if you're going to be needing a box larger than 4 & 11/16 square, you're going to be paying a premium price for the box.

I am generally opposed to large J-boxes, they can be a pain when troubleshooting (unless the installer has gone beyond the call of duty and carefully marked all conductors) and if there is an arcing fault in the box, you could knockout quite a few circuits.

However, you should try it at least once, you might like it.

Tom

Few things are harder to put up with than the annoyance of a good example.