I'll throw in my support of sticking to predefined sets, if that's what someone wants to do. Like tko, I totally respect anyone who doesn't like this or feels it's outside the spirit of Dominion as a whole. And if someone does this only to climb the ratings ladder, that's kind of lame.
But to speak in favor, the fact is that some cards are more fun than others. Most people prefer playing with some cards vs. others, and with some that difference might be enough to mean the difference between a fun game and an unfun one. If someone loves Dominion purely for Grand Market, by all means, celebrate it.
The analogy to chess has a flaw, but, even so, it also offers an argument in favor. The flaw is that the rules of Dominion specify that the kingdom cards can be chosen in any way, whereas the rules of Chess don't specify that a player may dictate any of his opponent's moves.
And yet, when one makes a proper study of Chess and gets serious about learning how to play it competitively, one will frequently study a particular opening at time, exhaustively and in great depth. You don't explore one Sicilian variant, then move on to an English game, then a Queen's Gambit, and postpone refining your Sicilian study until it happens to come up again.
How do you study Dominion that way? Play with specific kingdom cards over and over again, refining your study of them before moving on to other cards. Since the rules of the game allow for this, whereas Chess doesn't, that study can be conducted in real live games, which is going to be more helpful than if you're just playing solitaire (in which case you really don't know if you're playing the optimal strategy) or against a computer program (none of which are nearly so good at Dominion as they can be at Chess).
As far as I can tell, the only reason this is an issue is that it leads to questionable placement in the ratings ladder. But as that should be taken with a grain of salt anyway, who cares?