What you see in BGP is not necessarily what you get for actual routing. This isn't the only situation where advertisements do not match actual routing. Consider traffic engineering systems such as the Internap FCP (old NetVMG). Imagine I have two upstreams (A and B) and you advertise a /20. I might prefer path A for your /20. However, my traffic engineering system may inject a no-export /24 route into my network to shift a portion of your traffic to go out my upstream B.
This is quite interesting/confusing from the customer perspective, where you only see the BGP path through upstream A advertised, yet in reality a /24 out of that /20 is going through a completely different path that you do not see via BGP.
Is this wrong/evil? I guess that is up to each network to decide.
This situation subverts BGP's basic loop prevention mechanism. If the /20 is ever deaggragated into more specifics, a forwarding loop may result. If you want to put rounds in the chamber before pointing the muzzle at your temple, you're free to do so. However, some of us would prefer to stand a long way away. Tony