Early in the infancy of my dojo, our sensei banned her students from training elsewhere for a couple of years. Her reasoning was that other dojos weren't as strict in imparting fundamentals and she didnt want her pupils picking up "bad habits." By the time the ban was lifted, her best students were around first kyu and the quality of their movement did stand out. It was her dojo, her rules.
I can definitely understand her reasoning. I don't know that it's something that I would insist my students do, but at least she explained herself.
My sensei's rule was tht you could go wherever the heck you wanted to go to train, but that you should come back and share with him what you've learned. Now that I'm teaching, I think I'll have that rule as well.