Ehh, it's hard to say where the stigma comes from. But think of it this way, if you walked in with a mustache what would people think? If you walked in with a goatee or chops what would people think? If you walked in a with a beard what would people think? Although a beard is the most professional of all of those it still says something about you. You just need to make sure that it says the right things.
I work with a few people that have well groomed beards and never think too much about it. They look perfectly fine and normal. I see others with scruff and question why they don't shave.. are they lazy? There are others with beards that just don't fit on the person. They just look strange with a beard, or the beard has taken over there face. So a lot of times it really just depends on the person, the type of beard, hair color, their age, their industry, etc.
I always just keep thinking back to the one guy that came in for an interview with a well groomed beard, was a nice guy, and all anyone could talk about afterwards was his beard and how he needed to shave it. Something about him just came off as cocky. It was almost like he felt above everyone else. Was it the beard? Or was it personality? Or both? Human nature is hard to describe. So just make sure that your beard and your personality say the right things about you.
The only reason why I say clean shaven is the way is that if you go clean, no one will EVER question a clean shave. I'm conservative by nature, so I dress, shave, haircut, etc... conservatively.