At one carrier during departure… the procedure is to set STD when cleared to a FL. The STBY altimeter would be set to 1013 when climbing above the MSA.
During descent… the altimeters would be set to QNH when cleared to an altitude unless FL crossing restriction was imposed by ATC. Then the altimeters would be set to QNH once the FL crossing restriction has been satisfied.
The bottom line is... who ever signs your paycheck controls the procedures you follow in the cockpit.