For whatever my own opinion is worth, I like them more on principle than anything else - what else could be a better expression of dwarven training than throwing people in a room filled with a machine made specifically to slowly gnaw people to death with blunt instruments to train them to be more resistant to gnawing?
(And technically, it isn't totally unrealistic - iron body training exists, and is basically composed of standing in a stationary pose while someone else repeatedly beats you with two-by-fours every day until your skin and bones thicken and harden to resist being beaten by two-by-fours. Extreme dwarfiness.)
Anyway, I don't think danger rooms were created on purpose, the way that dwarfputers weren't created on purpose, but that doesn't mean that dwarfputers are "cheating". It's just an unintended consequence of the mechanics.
Besides, the REAL fastest way to train someone is to just give them crappy weapons and send them up against an enemy incapable of harming them (like a naked goblin from a cage trap). That's what I did before 31.01 and danger rooms were introduced, anyway, as a way of crash-course training some new recruits.
How is training someone by danger room any more "cheating" than training them by setting them up against an enemy they can defeat even at dabbling skill ranks (like sending the military after a wild goat), or training by just leaving them with their drills for a few months (it's not like you're doing anything to "earn" those skill upgrades), as compared to training by building a danger room?
Yeah, it's faster, but quarry bushes provide 5 leaves plus rock nuts for food, compared to just 1 unit of food from a plump helmet. Does that mean quarry bushes are cheating?