I wouldn't think so. The school that I'm matriculating at for my Masters doesn't offer a PhD in my field of study, but I decided to enroll there for several reasons, as opposed to a school that offers a combined M.S./PhD program. First, I didn't feel that my undergrad transcript was a strong reflection of my capabilities as a student, so wanted to build a graduate transcript and writing portfolio that was a better representation. Also, I had worked with some outstanding professors during my undergrad, whom were also instructors for the Masters program that I enrolled in. I wanted to learn more from them and build stronger relationships, so that they would be in a better position to speak (or write) on my behalf, should I later need a reference or recommendation.
If you're concerned that a particular school might frown upon it, provide them with an explaination in your Statement for why you personally chose to matriculate at your specific schools.