There's nothing wrong with KOTR, it takes a crapload of time and effort to get it, either that or you have to kill one of the Weapons and trade it for the Gold Chocobo. Either way, it's just a nice reward for spending time on the game to go that far to actually get the thing in the first place, it looks flashy and cool and it's strong. If you went to the bother of getting it in the first place, you're perfectly entitled to use it.