I honestly can’t believe this question is being asked, but I realize there is always a chance of running into that one jerk bartender who might make you feel bad about your order. Granted, I truly believe these people are few and far between, but still, they do exist.
You are absolutely not a loser for ordering your shot the way you wish to take it. If you want it served at room temp, go for it. Shaken and then served, all good. Poured over ice in a rocks glass, sure, but then you’re basically just drinking a spirit on the rocks. But I digress. Order your shot however you wish, so long as you aren’t requesting the liquid be poured directly in your mouth, or making some other insane request. You do you.