It could only be "bad theatre etiquette" if you had this unwavering mindset of heirarchies and the principal automatically and unquestionably being better than the alternate/cover.
In the real world though, normal people would of course see their alternates and covers as team mates and of course there's no problem going along to support and to be seen to put faith in the alternate/cover. After all, the alternate/cover is what enables the principal to have some planned time off or be off sick.
It's just another manifestation of her immaturity, and shooting straight to top billing rather than working her way up slowly; and "bad theatre etiquette" is her best bullshit excuse that she can come up with to cover it.
Also what's with her claim of needing an alternate "because the role is so demanding". Is it? I haven't seen Cindermehla but I've read "real" reviewers (not newspaper ones being nice) saying that she's not on stage all that much. I generally think the covers have the hardest job of all since they have to learn multiple roles and be ready to perform any of them at a moment's notice, sometimes even from mid-show.
I've always seen an officially billed alternate as something the shows have been pushed into having, to get them off the hook when they've sold the show based on someone's name, and really came to prominence since the days when Martine McCutcheon fucked up My Fair Lady so badly. It is a markting tool that lets the show effectively say "yeah we know we sold you tickets based on the appearance of XYZ, who's indisposed tonight, but look we planned ahead and we have this other person ABC for you tonight who's also good enough to be named on some of the publicity" and gets them out of having to refund some of the shallower audience that might kick off if they think they are "just getting the understudy". (whereas proper theatre regulars know that the covers are always just as good and frequently better than the big star name).