It seems this is not a taboo issue but the policy of each shop. Most will say something about not being able to guarantee their work. There are others that don't have a parts purchasing network in-house and encourage you to bring your own parts, preferrably OEM.
One example is a major chassis/suspension shop in our area that does all the related work for the MB/Volvo dealership. (The dealer stopped providing all suspension related work.)
They had no problem with supplying my own suspension bushings, shocks, etc. It may be a problem, however, if the parts are "J.C. Whitney" type non OEM parts.
There is a very very reputable local independent shop for Volvo/Mercedes cars in our area, and the owner rarely has a problem with supplied parts. He's overbooked and too busy to deal with maintaining a large parts inventory or ordering stuff as needed for all the jobs that come through his shop.
This has no correlation to the quality of service, but one pattern I've noticed over the years is if the shop occupies a large shiny building with a dozen staff and receptionist with a waiting room with no direct view of the repair shop (and a Bosche sign somewhere outside), then they'll insist on their own parts. If it's a guy with only two other mechanics with the phone ringing off the hook and two dozen expensive cars parked outside (all from very very loyal customers), then supplying your own parts is not a problem and they'll deal with each case differently.
Only one way to find out is to ask, but I think it's probably not a bad idea if you refrain from wanting to supply your own tune up parts such as spark plugs, filters, and oil. That would be going overboard.