Is it a good idea to switch the steel strings on ukulele to nylon strings?

See, I love the Kala Spruce Top Tenor Ukulele, but sadly it only comes with steel strings.

I personally like nylon strings because it sounds so much deeper.

So, if I buy one with steel strings is it possible to go to a local cosmo/music store or something and replace the strings? Or is this even a good idea? Should I just stick to the steel strings?

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