My experience is that lots of times I run into databases or I leave them and others struggle to deal with DR situations because they're confused by something that isn't necessary.
Databases with this setup can always be backed up the same way as one that isn't. I agree with Lynn that this isn't strictly a right or wrong. But we are supposed to be the upper and even top tier database developers and administrators. If I were designing a database for a firm to small to have a DBA, I might not do this. But if the filegroup would become corrupt, I've made it harder to recover.