This is a rough correlate with intelligence testing. There's nothing wrong with that. The problem most people keep bringing up with these things is that you will miss some good people that they have worked with who couldn't have done these problems. That may be so but the real fear should be of people you hire not of people you pass up. Hiring people is much easier than firing people. If you can get someone who's good at puzzles and is good in other ways you've only gained something not lost. I think the other reason people are offended is because they themselves are not good at these problems and take it as an insult.

On another point, you can't just get 'good at puzzles.' It's really not possible. Even if you are learning tricks and techniques for piercing these things that type of thinking can be applicable elsewhere. It doesn't even have to be algorithms. Working your brain is a reasonable thing to do. Just signaling that you are willing to do so can be of interest to an employer.