1) Will this cause problems --> no
2) Does this have any advantages --> in your case no
3) Best practices... see below
Having multiple DMA engines in your design is beneficial if you expect to be able to run them in parallel. In your case you have everything transferring to/from SDRAM. Since that's a single Avalon-MM slave port, parallel accesses are not possible.
Are you sure you don't want to use the DMA only between SDRAM and the onchip memory, Ethernet, and USB? Direct memory access engines typically have the most impact when connected to high throughput components (like the ones I just listed).