Well, each to their own installation practices. I too have been told a valve was a no-no. I think it's an urban myth that it's against a plumbing code. I have looked and can't find any such exclusion.
If you sleep over at my house you will be comfortably warm, courtesy of Anthracite coal.
And you can use as much hot water in the shower as you want, that too is heated with Anthracite.