I'm German and from my own experience: yeah, it's kinda frowned upon.
I can't really pin-point the age, when you're supposed to move out though - it probably varies from region to region.
I first moved out when I went to university - I was 20/21 - there was no "societal" pressure to move out back then. So I guess 20 is still ok.
However, when I wrote my diploma thesis - I was 24/25 - I moved back in with my parents because the institute was close to where my parents lived and it would have been dumb to get an appartement for only 6 months. That's when I got some weird looks and comments. Not from my parents - they loved having me back, because I was the youngest of 3 so I was the last to leave the nest, which seems to be a big deal for parents...
So the age when it becomes "weird" to live with your parents seems to be somwhere between 20 and 25 ... at least where I come from.
