I don't even allow all of the officially published material in my games. I don't even allow all of the Player's Handbook at once.
The two aren't really correlated.
I don't allow all of the PHB either, in most games. But I often still allow 3rd party content.
For example, Sharpshooter is a poorly designed feat (from a conceptual/design viewpoint, not from a game balance perspective, though perhaps that too.) So I don't typically allow it.
But some 3rd party stuff is great, so I'd allow it. A user here on ENWorld, @
Capn Charlie, is
amazing at creating low-magic, high "realism" content, whether it's his 5th Age sci-fi work or his low-magic class alternatives. The level of thought and polish that goes into his work is easily on par with WotC... for example, he made a better 5e "Warlord" (in 5th Age) than any official 5e Warlord-replacement class. I'm dying to run a 5e Sci-Fi game using his 5th Age rules.
@
dave2008 also has excellent design sensibilities, even if I feel they're a little too influenced by some 4e-isms I dislike. I have no qualms stealing some of his ideas, like the far superior "Unstoppable" mechanics to replace Legendary Saves.
@
Hemlock also has some amazing material, such as 1e and 2e-inspired multiclassing, magic resistance, and initiative subsystems. I may not use all of them, but... I don't see any categorical reason not to. Just a matter of what I'm interested in.
I can't really fathom categorically answering no to this question. Why would you? I guess if you're just 100% satisfied with the base game, then there's no reason to add anything at all. I can respect that. @
pming comes to mind.
But otherwise... I don't get it. People are creative and intelligent... that's not an exclusive trait of WotC employees. 5e is not nearly as finely tuned as 4e, or as prone to ludicrous over-abuse as 3e, so there's nowhere near as much risk of "breaking" the game. Broaden your horizons! Try new stuff. Support content creators on the DM's Guild!
Or don't, your call. That's just my take.