Not because it is right. I have had plummy reeds in my g set and it doesn't do what I want it to. So a choice is made, but not between right and wrong, but between what you like and what you don't. F is nominally the standard pitch and the chanter fits the fingers quite easily for most people. Some say that F is the 'best' tone, a discussion about tone is sure to develop from this thread.
G is brighter but also more strident and some hold it to be too raucous.
I have found it a wonderful incentive to play lots of tunes not normally associated with NSP and also to play a lot more often. I am guessing that another member of this list will also make a point about the pitch of songs with respect to pipes. If you want to play with others pick any of the three as long as you are aware of the limitations. G sets are comparatively recent and only a few makers do them with a long waiting list. F and D sets can be picked up second hand from makers a lot cheaper.