I don’t know if there is any etiquette about it. There are basically two reasons for using picks or pads.
One is if it is hurting your fingers when you play. There are some pieces that have many glissandi in them, and if you are learning or playing pieces like that a lot it can wear on your fingers, so picks or pads can save you a lot of hurt.
Second is to get a specific sound. Sometimes you want a very specific tone that your fingers can’t produce but that picks made out of various materials can.
It isn’t a matter of etiquette. It is simply a matter of using the best tools to produce the results you are trying to achieve.