Edit: typo
It really makes you think how much your security hinges on that trust store yet it's something most people aren't even aware exists, let alone inspected themselves.
This can of course be avoided by the organization by distributing host keys to the client beforehand as they (maybe) would if the host keys were the actual keys from the host stored in /etc/ssh.
At work I use a VPN to access the internal network, I then have to traverse multiple firewalls and a MitM breaking up my SSH connection in order to connect to a host running a webserver.
I have yet to understand how the MitM would increase security. Extra (well minus) points if the appliance in question auto-updates from the vendor's repository, offering no insight into the inner workings.
... and those boxes, all of them, have a really bad history of security bugs themselves.
The risks you're taking by undermining the cryptography and putting random unnecessary devices in positions of trust are almost always greater than the risks you mitigate. What you're really buying with those devices is the illusion of control and/or the ability to claim you "tried".
But yeah that's definitely a best practice.