Supposedly it's the sign of a handyman doing the work, instead of an electrician.
I don't see any harm in doing it and it takes little tape and little time. Just wrap the tape in the correct direction so the tape tension doesn't try to unscrew the Wirenut over time.
When removing untaped receptacles from metal boxes I put a piece of cardboard in the space to prevent causing new problems in the house, but it's a good way to test breakers.