I think the whole point of visits is to help decide between your options, which would involve visiting them. Certainly not a faux pas to visit more than one school. I do think if you're dead certain you're not going somewhere you shouldn't visit, but in that case I imagine you wouldn't bother anyways. Schools that are reasonable options among your choice set would probably like the chance to sell you on their school, and it's worth exploring your preferences for things like location, atmosphere, collegiality, grad student culture, etc.