It's always good to set up your own gear. Most competent divemasters and boat crew will know how to put most gear together but then there may be those who may not be as knowledgeable. I've been to dive shops in more out of the way parts where the staff marvelled at my exotic Apeks(!!??) reg.
But I would like to highlight the other side of this. In some conditions, it is very difficult to have all the divers simultaneously assembling their equipment (imagine, small boat with no tank stations, an outrigger canoe, very rough seas, etc). In order to accommodate schedule, safety and efficacy, the staff will assemble the gear. In this situations, instead of telling off the staff and being rude - as some people do, you can just watch and give helpful hints if you have uncommon gear. The staff are being helpful and trying to facilitate the dives in the best way possible and as customers, we should be reasonable and cooperative.
But I would like to highlight the other side of this. In some conditions, it is very difficult to have all the divers simultaneously assembling their equipment (imagine, small boat with no tank stations, an outrigger canoe, very rough seas, etc). In order to accommodate schedule, safety and efficacy, the staff will assemble the gear. In this situations, instead of telling off the staff and being rude - as some people do, you can just watch and give helpful hints if you have uncommon gear. The staff are being helpful and trying to facilitate the dives in the best way possible and as customers, we should be reasonable and cooperative.