I don't think so. There's really no difference here than say putting a lettuce leaf on a burger.
I would say that the downside is, the leaf tends to get soggy fairly quickly if the lettuce used is a common round type. Chinese leaf, Sweet Romaine (as used in Caesar salads) or iceberg last a lot longer before starting to droop, are generally crispier and in my opinion, tastier.
Eating is personal. Just because one person likes to eat everything separately, doesn't mean all should or will and I don't think it's rare at all. Some people even eat each ingredient separately rather than a little of each in a fork or spoonful.
One of my uncles would eat a fried egg white first and would then lift the complete yolk on his knife blade and pop it in his mouth--whole. The first time I saw this, I thought it disgusting.
Cooking and eating are all about the marriage of flavour, texture and temperature. Salads often go with hot food, so to mix the warm and cold together can often lend unexpected interest to the food.
In conclusion, this seemingly odd preference is mild compared to watching the way people eat or eating habits in general, which can be more off-putting than the choice of food combinations!