Mark,
From a practical standpoint:
Retaining walls are often built with a slight slope in, or they look like they are tipping out.
Greens and tees built with drainage running uphill often look more than 2% or whatever sloping uphill, the same sense of optical illusion makes them really look like they tilt into the hill, and often "katy wompus".
It uses less dirt/fill/excavation to follow the contours, and make the low points of the green and green complex on the natural low side. Doing otherwise might require a large fill that will look unnatural. I'll never forget one of the first greens I staked out in the field. On a cross slope green site, for whatever reason, I drew three green backing mounds at the same height. The one on the high side took a normal 3-4 foot of fill, the middle about 5-6, and the low side backing mound took a fill of over 10 feet, and would require removing more trees to get the slope to fit. Naturally, I just adjusted the backing mounds to flow downhill with the grade and it all looked fine.
Overall, it just makes sense to build features with the natural grade to reduce cuts and fills.