I agree with you...I'm not a fan of a rule just to have a rule. I am pretty laid back and if it's not harming them, others or property, I try to let it slide and look at the bigger picture....which is happy and cared for children.
However, I agree with someone else (I can't remember who now lol) and think this is maybe part of a bigger problem. If she is going to give you grief over many many things than maybe letting it slide with her isn't the solution. Sounds like she thinks she's the boss and she can do what she wants. I would want to curb that behaviour now and fast! She is 4 so she should be capable to understand that if she does xxx than yyy happens. Consequences for bad behaviour and rewards for good behaviour. Do her parents give consequences? I had one child who acted out A LOT and IMO it was because she had no rules and no consequences. Once she learned that she did at dc, her behaviour become better.