By client's place, do you mean an individual in their personal residence or client as in a business and in their business establishment?

If it's a business in a business establishment, I think it's fine and in fact that's what I am doing most of the time as a contractor.

Working in a client's personal residence is another story though. I would never do it and I would suspect that he/she just lack the understanding about our line or work. Perhaps you could ask the next time you have a client that demands this situation. The insights might be very intriguing.

Good luck with your work.