I think you absolutely can use a conlang on a map, and especially if your language has its own writing system too, that can potentially look really great. But it would depend a bit on what is the intended purpose of your map. If it is mainly an illustration piece to create the right kind of atmosphere and increase immersion, then it's a perfect place to go nuts on these kinds of things. But if the main purpose is to give your readers information and be clear and readable, then using a language they won't understand most likely isn't the best way to go about it.

It all boils down to what you are trying to accomplish with the map you are creating. When you have an answer to that question, it's easier to see what is the right call for these kinds of decisions.