Every culture has its own baggage, and indeed it is true that some people will make assumptions, or pretend that they're "better Mormons" because they followed more rules. But my experience is that these people are fairly rare.
I'm Mormon and I didn't go on a mission. It comes up rarely, probably not even once a year. Not going on a mission is not necessarily a signal that anything bad happened; some people have health constraints or personal matters that prevent them from serving. Also, tons of people haven't gone on missions, either because they had those types of issues, or they were not practicing around mission age, or the political/economic climate in their country at the time didn't allow it (especially the case around war time), or simply because they were not members of the Church around mission age.
The only sass I've personally received for this is from people, usually people who've left the Church or are on their way out, who've tried to turn it back around on me when I've tried to correct a misconception about our beliefs or teachings.
The Church does not endorse ANY disavowment or disowning of people who fail to practice, change their religious affiliations, etc.
Families are not only advised but expected to remain open and supportive of their family members, whether they go on missions, leave the Church, or whatever. That doesn't mean endorsing behavioral changes that Mormons believe are immoral, it just means not disrespecting or shunning people over such changes. The Church encourages fellowship, not shunning.
Though it's obviously addressed less frequently, the Church would not support someone cutting off a vendor or changing a normal relationship in any way due to changes in religious affiliation.
Many Mormons went through such an affiliation changes themselves when they entered the Church, and endured their own measure of intolerance by doing so. There is no intent to inflict this disrespect and pain on others, regardless of one's personal level of agreement.
This is not to detract from the fact that the Church has significant cultural affects on Utah and that non-members can sometimes feel out of place. Just to clarify that the Church does everything it can to encourage members to be welcoming, supportive, and tolerant. Unfortunately, it won't always work out that way, but that's the goal.