Sand works. There is nothing that is "bad" about it.
It is just that many people prefer a commercial pad, or a base made of foam boards.
If you go with sand, use masons sand (aka masonry sand, or mortar sand - the same thing is known by different names across the US).
Masons sand is used mainly to make mortar. Mortar needs to be smooth and consistent to work well. The sand used in it is smaller grains, and uniform in size.
Concrete sand, beach sand, play sand, and paver sand are all larger, more angular grains, that are rougher on your liner.
And, you likely know this, but none of these are filter sand, which is what the quarry may have been thinking when you said pool sand.