Well you're whipping your knee and rapidly changing the direction of your foot when you turn your hips in a muay thai style roundhouse... it seems the ankle weight would add an undue amount of stress on the knees. How much stress? I dunno, but based on my knowledge of physics... that ankle weight weighs as much as your foot, so twice as much weight on the ankle stressing against the knee... but the force goes up by the square I think so it's actually FOUR TIMES THE STRESS ON THE KNEE. if you damage your knee ligaments YOU ARE SERIOUSLY FUCKED - as in YOU ARE CRIPPLED. THIS IS WHY HEEL HOOKS are illegal in sub-blackbelt BJJ competition The knee injury from it being twisted takes a whole year to recover I think.
Therefore, wouldn't recommend it. Though for something like a sidekick which has a simple, linear motion - meh ankle weights probably won't hurt (I'm not a sports scientist so don't take my word for it)
The teep as well - simple motion, ankle weights probably won't hurt