I do this all the time, particularly when carrying in my own bottles. I often want to manage consumption, follow a wine as it opens in the glass, or save some for a later course. That said, I don't think I've ever gotten pushback from the somm or server - usually a polite, smiling, "We'll take care of the wine, thanks!" does the trick. I never feel bad about asking, and more often than not it results in a more interesting dialog between us and the server/somm. I dunno, it's a service industry, but part of that should be respecting the guest's wishes if it comes at no impact to the restaurant (unlike, say, large modifications to food dishes...). Just my 2¢.