Presumably you were operating a learjet with a newer "soft" wing. If you were flying an older lear without the upgrades, you might not be so quick to do that. In fact, you might not get off the ground.
You're right, cost shouldn't be your reason for not deicing. Put it in a hangar, if cost is the issue. The hundred bucks it will cost is better than the six hundred to two grand it can cost to deice.
Is polishing acceptable under certain circumstances? Yes, but not in all aircraft. Many aircraft specifically require a clean surface, and you should always strive to fly a clean surface.
I've been in remote locations where sawing show and ice off the wing with tiedown ropes and polishing frost has been essential; no hangars, no deice, no heat, and very limited resources. No way to stay long and stay well. However, in some aircraft, it's still not acceptable. Aircraft with laminar type surfaces can experience unacceptably high decreases in laminar flow, and movement forward of the separation point on the airfoil, such that performance degrades enough to make takeoff impossible, or climb low or non-existant.
You can get away with it on a Cessna, which is basically a barn door with an engine. You can get away with it on some aircraft with a lot of power, or some aircraft that are so draggy to begin with that the aircraft hardly notices any more. Conversely, when you're out of performance, you're out of performance. Any time deice is available, it's a far better choice than polishing frost or ice.
