Not at all! You can install any program listed in synaptic (or any open source program for that matter) in any environment. But...Here is a small warning; Most times the program for the opposite desktop environment will pull in many additional programs called dependencies. It will do this automatically, and really doesnt cause any problems, but some "purists" (especially in the Gnome camp) do not like running all those KDE libraries required to run the KDE apps. Usually, if you take the time to research they type of app you want to install you will find several apps to chose from so you can easily stay away from doing this if you do not like the idea.
Personally, I run Xfce and for the most part I like small, single purpose apps such as audacious for a music player or soundjuicer for a ripper, but there are Gnome and KDE apps I insist on, such as K3b which cannot be beat and I am partial to ksnapshot for some strange reason. Really, with today's hardware this is hardly a factor. Install it and enjoy.