The initial tightness of your shrouds is very different between poly line and natural fiber line such as cotton. Since cotton is not as elastic as poly, it will not return to its original length after being stretched like poly. It is also affected by moisture, so if dry, it will lengthen and go slack, and if damp, it will shrink. That's why it's often waxed, to avoid swings in tension with changes in humidity.
If using poly, it will be much easier to set a tension such that if it does stretch, it will remain taut. Think of it like a stiff rubber band. Poly can remain taut under even light tension, whereas if you set the tension on a cotton shroud lightly, it will go slack as soon as the weather becomes dry. Where live in Minnesota, the humidity has the same huge swing that it does in Siberia. When you live in the center of a continent, the seasons are more extreme. Winter air is so dry you will get nose bleeds from the dryness, and in Summer, the humidity is so high, you would think you live on the sea coast.
Because cotton may loose its tension in dry conditions, and does not stretch when tensioned nearly as much as poly, you have to set the tension on your shrouds a bit higher than poly, or risk it going slack later due to humidity and age changes. That's one reason why you see old museum models with natural fiber rigging have such incredibly high slack in all lines after 100 years. That rigging doesn't bounce back like poly. The amount of tension on poly can be varied a lot more. It will take a lot more stretching before the poly threatens to pull masts out of alignment. That being said, it is a bit less difficult to balance the tension between port and starboard shrouds, and to match the tension between the first pairs of shrouds you rig and the last pair of shrouds.
Matching the tension of each pair of shrouds as you rig them is a careful balancing act. If you set the tension of the first pair of shroud too loosely, each pair you rig afterward as you move aft adding shrouds may cause your first set or sets to go slack, because each set of shrouds adds more and more force to the masts, causing them to want to bend rearward. If they bend far enough, the first sets of shrouds could go slack. The trick is to choose a tension which is equal port to starboard, but also close to the same tension as all the other shrouds on that mast.
The appearance of poly is very plastic-like, and has more shine than real hemp line, but if you use cotton or other natural fibers, you have to battle the fuzzies. The furriness of cotton is extreme, and will present a distraction to the viewer and detract from the appearance of the model. Linen is a better choice, being less furry, but it's expensive and hard to find. Old fly fishing line from the 1950's was used decades ago, and it is scarce today, and in not available in a wide variety of diameters.