I go through the "ritual" with almost every bottle of wine, but I'm not (I don't think) ridiculous about it.
But a funny thing happened when I surprised my wife with a 20th wedding anniversary trip to Sonoma, California. We spent several days at a bed and breakfast and visited 6 or 8 wineries every day. At one vineyard someone was explaining the tasting "ritual" to people and he was telling them to get their nose right into the glass - and my wife got a funny look on her face and said, "Really? You're really supposed to do that?".
Apparently for 20 plus years she was somewhat embarrassed when I did this. She had no idea it was "proper", and she never said anything to me about it! The joke was on her.