Response
There is no contraindication.
You can do as you are thinking by getting the benefits of the validation component.
Reflections
An "Entity" is actually a common object. Through metadata (by notes or configuration file) Doctrine does its job - without the class having to implement an interface or extend extends) a hierarchy.
So you might want to put these classes in a other folder within the Bundle, since Entity is consecrated by use as the folder where entities to be persisted reside.
In short: the question revolves around what "entities" means ... you speak in
unmapped (non-persistent) entities
... by me, fine, but it is known whether the name "entity" refers to an object that will be mapped / persisted to / in> "? Why not simply " unmapped in> classes not mapped "? Just do not call your objects "entities"! : -)
Conclusion
Finally, in practice you can put your classes in the "Entity" folder and use the word "entities", do not map, do not use Doctrine or ORM annotations, but use validation annotations and the Symfony 2 validation component with no problems . And you can also, as mentioned, put these classes in a folder other than Entity.