I honestly can’t believe this question is being asked, but I realize there is always a chance of running into that one jerk bartender who might make you feel bad about your order. Granted, I truly believe these people are few and far between, but still, they do exist. You are absolutely not a loser for ordering your shot the way you wish to take it. If you want it served at room temp, go for it. Shaken and then served, all good.