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When you're playing privately and you know your opponent, anything goes. But when you play people you don't know for a pickup game or tournament there is the expectation you have the correct models. Its important to consider your opponent's enjoyment of the game, which may be affected by the visual aspect of seeing the physical models. Its about respect.

Of course there are strangers who wouldn't care, but there are also strangers who not only want to play vs models, but they want to play vs *painted* models. Best is to clarify with the stranger before. But you shouldn't be offended if people don't want to play you.

I remember when I was 10 or 11 and just starting I used lego on top of cardboard squares (whfb) when I was at home. But I never took lego into my local hobby store... I played with the models I had.