My interests are generally wider than that, involving getting to my destination in one piece without breaking the law en-route, I didn't mean it quite that narrowly; my "interests" in this context are always the safe and legal operation of the aircraft. That said, it's quite usual to ask whether an alternative join to that given is acceptable - and in most cases you'll get it.
I don't believe that any ATCO will deliberately issue an instruction which takes you out of legal / aircraft limits, but that doesn't mean that they can't or don't do so inadvertently. The captain of an aircraft has the duty to assess instructions before accepting them - that's part of the reason we do all this training and exams, so that we have the ability to fulfil that duty.
I have to say that I find that the general assumption on some people's parts that our first action should be to accept ATC instructions, and then to think about it later rather disturbing. I know of nothing in any rulebook which says that accepting an ATC service, of any description, absolves the captain of the aircraft from absolute responsibility for ensuring the safe and legal operation of their aircraft.
G