Well, certainly some instances of making your own shuffle luck can be cheating if you are playing IRL. Just look for threads on the forum about weaving your actions before shuffling (but don't bring that crap in here for cripes sake). Or maybe you know a few card slight of hand tricks and you find and control an Estate to the bottom of your deck every time you shuffle so it misses the next one.
The version of "making one's own shuffle luck" that is the common reference around here, coined by the esteemed Adam Horton, is certainly legal. Making your own shuffle luck can't stop his holiness the RNG, even though it may appear possible when watching Adam play a board with Jack of all Trades. You need only watch him play a game with Urchin to be reminded that the mighty RNG can smite anyone at any time.