So far as I am aware, there is absolutely no problem with using a third party to transfer gold between two of your own characters. It is certainly not frowned upon or discouraged. The restriction exists, I've been told, to make it less convenient to use a second character as a mule just to store your gold, or to get two shares of taxes. The requirement for a third party puts a bit of uncertainty and inconvenience into what would otherwise be an instantaneous and secure transfer.