Chess etiquette question


I was actually talking about this one, where I was forced to trade queens or lose a knight:
http://www.chess.com/echess/game.html?id=70268
In the game you referenced yes, he stopped me from castling, but I still hoped he wouldn't trade me. I'll have to avoid that opening.
Even ignoring the fact that 3. Qh5? is just a bad move (Qh5/Qh4 in the opening is one of the first moves novices are taught not to play, with some rare variations in which it is justified), you shouldn't move your queen out so early if you want to avoid early queen exchange.
In any case, to answer your question, knowing when to exchange queens is part of what makes a strong player. If exchanging queens benefits you, do it; if it does not, don't do it. It is not about etiquette, it is an essential part of the game. Whether you like positions without queens or not shouldn't be a factor; you should know how to play them, otherwise you are limiting your options and are going to miss a lot of advantageous moves.
As for the variations in which you lose a right to castle after getting your queen taken on d8/d1, most of the time it is just a blunder; you should only allow it when you are absolutely sure that the King stuck at the center isn't going to compromise your position.