I can see what you are saying, but painting it and then fitting it will leave a potential shade difference and also no paint 'filling in' the joint. On a 5f leon once fitted you only need to paint a small section of the original tailgate (that's still showing under the spoiler) and the spoiler itself, the rest of the car can be masked off so no chance of overspray and a better overall finish?
I've never heard anyone to do it like that...
And this paint filling...wait what?
Every professional paint shop that i know will paint it first then install.
Same as with bumpers, they will take them off the car and then paint,
i am pretty sure that it goes with the bonnet and front wings too.
As for some paint filling in the joint...it will start to crack for sure.