Makes sense to me.
One time when I was using a GPS to fly directly home to Palo Alto Airport, I noticed that I was on the most-used localizer course to San Jose International, and that continuing to follow the magenta line would keep me on or near it for a while. I was in class E airspace, so it was perfectly legal, and I wasn't talking to anyone, but since I don't like making life difficult for people when I don't have to, I side-stepped a couple of miles.
From a purely self-interest point of view, it's to my advantage to avoid making controllers unhappy if I don't have to, because I may unexpectedly find that I need something from them. For example, when coming home to the SF Bay area VFR in the evening, I never know for sure that I won't need an IFR pop-up clearance to get in. The forecasts here are not always good enough to predict that. So besides avoiding the distraction factor that I mentioned in another post, if I'm talking to ATC, I comply with the instructions they give me, and don't waste time trying to figure out if they comply with the controllers' manual.