The reason that doing it on the runway can be frowned upon is if you do have a issue, fouled mag or other, is that you are now going to either take longer on the runway until is rectified or possibly have to return to the apron.
Can't say I've never done it, but if there is traffic around I won't, there are usually more convenient places on the apron or before entering. Each aerodrome is different obviously and each would have areas more appropriate then others.
Also if it was a passenger carrying sector the run up would be completed before they arrived anyway.
As mentioned some (most?) aerodromes around the country are very, very quiet.