With a quality guitar like a Voyage-Air folding travel guitar, there's no reason not to. But there are a few things you should be aware of.
An afternoon at the beach usually means an 'onshore breeze.' No big deal, but it does mean that very fine sand particles are picked up with the wind. This sand accumulates on the neck, and abrades against the strings and the frets. Not only does this cause abrasive wear on the frets, the dust and dirt gets into the winding of the strings, and dulls the sound of the strings. A good idea is to get a 2" wide soft paintbrush, and store it with your guitar. When at the beach, use this paintbrush to 'brush off' the fretboard and the strings. Do this first thing before you play the guitar, and then again when you finish, before you put it back into the case. When you use your guitar on the beach, this will make the strings last a lot longer - and the difference is not slight... this is a huge difference in sound and life for the strings.
Also note that this onshore breeze carries humidity and 'salt air' from the ocean. After even one afternoon exposure, you can see a sheen of this salt that dulls the guitar's finish. This should be removed when you get home. Wipe down the body of the guitar with a very slightly damp rag. Then use a quality guitar polish, like Martin Polish to completely clean the surface of your guitar.
The black Voyage-Air guitar case is padded and provides a good degree of heat protection. Kind of like an insulated picnic cooler. But the dark color of the case can also be a problem: if the case is left exposed to direct sunlight, it can get hot and cook the contents (your guitar) FAST! NEVER leave your guitar case (with the guitar inside) exposed to direct sunlight on a hot day.
If it's a hot day at the beach, park your guitar in the shade. Bring an umbrella or a pop-up windscreen to keep your guitar out of the direct sunlight.
IF SAND gets into the inside of your guitar, there are a couple of ways to remove it: remove the strings and 'blow out' the interior with a good air compressor. Or you can use a vacuum with a small brush attachment. Shake guitar until the sand is all in one corner and then zap it with the vacuum.
Quick Reference Points for taking your guitar to the beach:
• KEEP the guitar in the shade, at about the same temperature you are.
• Clean the strings before and after you play.
• NEVER leave the guitar case exposed to direct sunlight - it can cook the guitar!
• When you get home, clean and polish the guitar to remove surface salt.