Missing values are a genuine issue in label-free quantitative proteomics. Recent works have surveyed the different statistical methods to conduct imputation and have compared them on real or simulated data sets and recommended a list of missing value imputation methods for proteomics application. Although insightful, these comparisons do not account for two important facts: (i) depending on the proteomics data set, the missingness mechanism may be of different natures and (ii) each imputation method is devoted to a specific type of missingness mechanism. As a result, we believe that the question at stake is not to find the most accurate imputation method in general but instead the most appropriate one. We describe a series of comparisons that support our views: For instance, we show that a supposedly "under-performing" method (i.e., giving baseline average results), if applied at the "appropriate" time in the data-processing pipeline (before or after peptide aggregation) on a data set with the "appropriate" nature of missing values, can outperform a blindly applied, supposedly "better-performing" method (i.e., the reference method from the state-of-the-art). This leads us to formulate few practical guidelines regarding the choice and the application of an imputation method in a proteomics context.