What would be the "price" to leave it on?
The advantage (assuming DPP) is an extra stop of headroom - a safety net against blowing out the highlights. The price is a stop less in the shadows and the resultant possible increase in noise. if you don't need that extra range in the highlights, you are wasting DR. You are exposing to the left, exactly the opposite of best practice for RAW shooting. If you do need it with a high contrast subject, you are probably better off properly exposing to utilize all your DR (exposing to the right) and customizing your own tone curve to bring up the shadows. After all, RAW shooting is all about customizing your own processing rather than blindly accepting canned processing, whether it be in the camera or in DPP.