Not so at all. On many things an untidy cut would mean extra material and therefore weight or reduced strength.
And as regards a hole in plasterboard for a downlighter, most use spring clips to secure them which bears on the surrounding board so needs a reasonably accurate hole otherwise will break the plasterboard when you remove them for decorating, etc.
Plenty of other examples too - if the ends of a studs where they meet a plate etc are poorly made you'll not see them after the plasterboard is fitted. But could well compromise the strength.
Neat work where it doesn't show is the badge of a craftsman - if that bit is done correctly you can bet everything else is too.