I also think it is disrespectful to be practicing something other than what the sensei is teaching.
I try to concentrate on what is being taught and not be playing the "what if" game.
As far as when to integrate other arts.... I would think you can do that on your own time. I know quite a few people who thought that they knew enough to create their own style of martial art that included a mix of various arts. I say to them, more power to you! I personally am not at that place yet. I am still trying to get a complete handle on the basics of aikido. I understand it could take a lifetime.