There's absolutely nothng wrong with converting a wet/dry into a sump/refugium.
The only 2 things you must keep in mind when doing so are:
1. Create a zone exclusivly for the return pump(or else you'll get sand into the impeller ofthe pump & before you know it - you've got a dead pump).
2. A refugium is merely "a place of refuge". A place where life can have a break or sanctuary away from natural predetors. If you can create a zone in your wet/dry that will be isolated away from crashing water & pumps & things operating, I say DO IT.
I don't currently run a refugium on my system, but I fully intend on building out & doing so. IMO, it can't be beat.