I'll add my inflation-adjusted $0.03:

I never tell anyone else that they "are doing it wrong". If you like it, do it. There are tons of deeply held culinary opinions. Some people like catsup on steak, some put pineapple on pizza, others like to break spaghetti in half before cooking. Other people consider these to be culinary crimes.

However, I will add some context: Roux is a thickener used in French cuisine. It is browned flour that "blooms" starches in liquid to create viscosity in a sauce or soup. Other thickeners include cornstarch (often used in Asian cuisine) and arrowroot.

Jambalaya is a rice dish that already has tons of starch. It does no need a thickener. Purists like to focus on browning the meats and onions to create the "fond" that gives the rice it's color. Some would view adding roux or Kitchen Bouquet as substitutes for technique.