For what it's worth, here are my thoughts on asking for advice:
1) Figle said it's OK and that's good enough for me.
2) As others have mentioned, better players can only be good for the Site. I do not see how asking for advice (assuming you ask the proper people) can do anything but improve one's skill.
3) Unlike Chess, it is hard to just "give advice" in Diplomacy, as people familiar with SoW know. What may look like a sensible move by glancing at the board, may actually be a disaster when taking press into account. I think it's fair to say that most advice is fairly limited in its impact.
4) Discouraging asking for advice would essentially be impossible to enforce and since the potential rewards (better players) seem to outweigh the harm (artificial skill inflation), I don't see why one would bother trying.
In regards to asking for advice on the Forum, there I am torn (which, incidentally, is why I waited to say anything until my opinion no longer mattered). I can certainly sympathize with people that don't want to be pulled into the Forum just because they're playing on this site. At the same time, though, you can easily create anon games to prevent this from happening.