EQing VSL instruments is definitely "allowed" - there are tons of interesting presets in VSLs own EQ plugin, and MIR/MIRx come with very useful character EQ settings.

A lot of times, I can get away with leaving many instruments untouched, as the samples themselves are of pristine quality and authentic sounding.  But I agree that there are also situations where a dense and complex orchestration can benefit from some specific EQ adjustments and tidying up, or one simply has a particular kind of sound in mind, like less bite for violins, or a more distant sounding piccolo flute etc.

Most of the time, I find that rather moderate adjustments are sufficient - an overly heavy-handed approach is rarely needed and can start to take away from the authenticity and tone of the samples.

I also think that sonic enhancements work exceptionally well on VSL samples. It can be quite exciting what a fine dose of "coloration" EQ and some saturation can do, especially on strings and brass. For low brass and strings, some subtle bass enhancement (adding in harmonics of the fundamentals, just a little bit) on top of it can really make things over-the-top huge and powerful -  a great way to achieve that massive cinematic sound a lot of people are after.