It makes total sense, Hunter. Separation of player and character. The player should not put his own agendas in where his/her character has something different.
Where you get into trouble is where the character background gets fleshed out In Play. It is plausible that a character have a psychosis that reveals itself during play and then later plays a part during future play.
Hunter, as I mentioned. If the group decides to go in stealthy, but the problem character goes in pots and pans a-blazin', then (If the group survives) they would probably tell him off for being so noisy on purpose and not give him as much of the treasure/rewards. Another choice is if everyone is being sneaky, but that character, then when that character gets seen and attacked, everyone else just keeps on sneaking off, using that character as a decoy. If I was in a group that decided to be stealthy and one character decided not to, then I would assume that they wanted to be the decoy and thought they could handle themselves. Everyone has a job and you gotta trust that each person can handle their job. If that character ends up dying, that is on them, for not working with the group. As a D-M it sucks when you gotta let a character die, but sometimes that has to happen for them making stupid choices.
Now if the character is being more round-about in their underhandedness like just subtly undermining the group leader and trying to cause strife in the group, and that genuinely is the character's personality, not just the player being a pain, then if the group character (Not players) notice it, they may band together against the troublesome character and either kick him out or make him work extra hard for his share of the group resources.
To answer the original question - why not? Everything has a cause and effect. If you do nonsense every time you should feel the consequence of it. It would actually go against proper role-play if characters simply ignored it and moved on.
I think that if the character is new to the party, especially if the part is an established one, the character would not necessary know his place in the party so it would be only natural for that character to do something's that the rest of the party may not like or agree with because the new character is trying to find his place in the party. It's unrealistic to expect the new character to just jump right in and know his place in the party line up, it's going to take a few rounds or sessions.
So I think leniency at first is a good thing. Maybe the other party members explain/teach to the new character on what it is exactly that they want him/her to do character to do. Now if that character is being difficult and causing the party trouble then there should by all means be consequences.
Of course if someone is new then by all means allow one or two goofs. I am not talking about a new player though and even if you are new wouldn't it be the right thing to ask first before moving? Can you imagine jumping in any new game and simply making moves without verifying if you are playing correctly?
I've encountered players like that. What we used to do is take a big step back and let them do their thing. When their character got badly hurt from their crappy decisions we just walked pass. They got the message.