Cyclists will do what they want, I certainly do. However, you should at least be aware of the possible consequences.
Shimano instructions for their derailleurs still warn against cross-chaining. Sram instructions actually advertise cross-chaining as a feature benefit. Not sure about others as I haven’t researched them.
That being said, I’ve never experienced any issues while cross-chaining with Shimano Ultegra 6800 on my Specialized Roubaix, old friction shifters Suntour on a vintage Nishiki International, or a vintage Trek 930 MTB with Shimano Tiagra.
I don’t usually cross-chain on purpose, but I’ve often lost track of what gear I’m in. It happens.
Cycle on!