It is not illegal to use nft avatars, but NFT avatars cannot be used casually. NFT stands for "heterogeneous token". It has the characteristics of indivisibility, irreplaceable and uniqueness, and it is a digital certificate that can anchor the real world. Its key innovation is to provide a way to mark the ownership of local digital assets, which can exist outside centralized services or centralized libraries. Therefore, NFT is not just an incarnation, it can be anything digital. Maybe it's a recording, a photo, a game piece. After NFT technology, it becomes a tradable digital asset.
Generally speaking, it is not illegal for people to use NFT avatars purchased by others on social platforms, but if someone can use these NFT avatars for some commercial purposes or some illegal purposes, it will not work, because the ownership of this NFT avatar still belongs to the NFT avatar holder himself.