"When in Rome, do as the Romans do" is about adapting to other cultures and behave in an appropriate manner
This is the point I feel, because you have a different view on the matter, you miss.
For the Koreans, her doing that was NOT appropriate. That is their criticism.
She's in Korea, with Korean groupmates, with a mostly Korean audience at a fansign in a Korean event. It's not the appropriate time or place to put your Chinese custom over the expected Korean custom.
If she was in person, or a private matter, or anything in a personal capacity, no-one would have cared. She chose to do so in a Korean event infront of Koreans. It's tone-deaf.
Every country is allowed to be proud of it's heritage and customs. For Koreans, there's an innate sensitivity to their Asian Neighbours about some of these customs. Choosing to kind of ride roughshod over them is a mistake.
Again, part of the underlying factor is she's chosen to move to Korea, to make her career. Koreans don't take kindly to the perception that their systems in some of these matters (which is very much government supported and helped) are used to build up idols who then move back to their own countries once they have found fame. And quite frankly I can't blame them.