I don't know about any taboos or other social aspects, but I would think it would depend on whether or not you wanted to save your empty hulls for reloading. If so, it would be handy if they didn't get flipped over your shoulder each time.
I have a Beretta 686 O/U that has automatic ejectors. For instance, if I load 2 and only fire one, the empty hull goes flying when I break it open while the unfired round stays in the chamber lifted up for removal or to stay in the gun after reloading the empty barrel. For hunting this is a perfect situation. For trap shooting, it would be nice to be able to shut off the ejectors to make it easier to keep the empty hulls. Some guns have selective ejectors.
I suppose it depends on your use of the gun and your personal preferences.