At the Advanced M-School at VIR we kept the MDM on all the time. It's a smooth, relatively high speed track with only one or two slower corners. Oak Tree, the tightest corner, is the only place that I felt the DSC intrude and that was when I was trying to agressively rotate the car at the end of the corner, to go onto the long straight. That's the only place where I felt like MDM was costing time. I was driving 8-10th and then 9-10ths for me and focusing on being smooth and learning the track, so maybe I would have felt the DSC intrusion more if I'd been at 10-10th and trying to qualify.
OTOH, DSC is a HUGE impediment in autocross. AX is almost all tight, 2d-gear corners, including 180-degree corners where you want to trail-brake in and have the car rotate toward the end of the corner. When you start rotating the car, the inside brake activates to kill the rotation AND the throttle response is killed for close to a second. It's a one or two-second penalty on a 40-second lap.
If you want to enjoy and have fun with your car at HPDEs, then I see no reason to turn MDM off. If you're being smooth and applying the throttle correctly, then you should hardly notice it. However, if you want to become a racer to compete in timed events or against other drivers, then, as Lucid says, you'll need to learn to drive with it off, to avoid bad habit and get the full potential out of the car. As Lucid also said, learning advanced techiques on fast tracks is dangerous and needs to be consider differently from HPDE events.