Its not a forbidden action or something, its just cautiously used because if used too much in a mid - large scene it can cause performance issues. For instance in the middle of a game you're still using Find GameObject on every new creature that spawns to find some database or whatever, that will likely affect performance adversely.
You can definitely use a proxy of some sort to host your variables, but this is something you want to think about and find a good way that will work for your game when it comes to intercommunication between entities, managing persistent data, database retrieval, etc...