This is not a thing I've ever heard in my lifetime online.

That said; it is wiser to go invisible. I wouldn't call it inconsiderate unless/until you've discussed that with your friend.

I guess it just depends on the relation between friends as to whether you should care or not if you're seen playing a Hentai Game.

For some people; especially people who might be public figures; yes, that would be massively questionable. For other people who only ever steam friend their buddies who also share similar game interests and tastes...it might not be such a huge deal.

That said it probably is a conversation one might have with that friend; especially if it bothers you.

However, I do think there are certain times I believe that Steam should just, by default, not share when you are playing certain titles with friends.