No VirtualHost filter (a good practice?)

I am trying to figure out the cons of a current setup and discovered a potential anomaly. There's a webpage hosted at (say) webpage.com. If I point my domain (say) mydomain.com to the raw IP of webpage.com, the actual webpage.com web page is returned on a web request for mydomain.com. But is this a good practice? Should VirtualHost (or SNI) filter queries with 'host' param in the HTTP header, which are not present on the server?