I don't think we ever saw Imperial Customs on screen, but I accept them because their existence makes sense. I feel the same about the Imperial Army.
The thing is, there have been very good arguments given why it makes sense that there isn't a separate infantry than the stormtroopers. It's not about whether there is an army or not, it's whether there are infantry separate to the stormtroopers. Additionally, it's not a good comparison because whilst we never see Imperial Customs on screen (that we know of), we also don't see lots of scenes where we would expect to see them. The case with an imperial army is not the same - there are numerous cases where we would reasonably expect to see them but we don't. That's a different scenario than your imperial customs example. Instead, all the infantry we see are stormtroopers. They're also immediate descendents of the clone army which was the only Republic army - that was kind of the point: when the Republic needed an army suddenly the Jedi produced one out of nowhere.