This is personal choice - I keep Auto Distortion turned off for two reasons. 1. It's been proven to slow down the write speed to the buffer if you are shooting a burst at maximum frame rate. That's not something I normally do, but I hate to leave it on and forget to change it if I need to do a burst sequence. 2. I like more control over distortion correction, so I'll correct in Photoshop or another post process software. Sometimes selective distortion can add to an image.
Hope that helps,
"Red is gray and yellow white, but we decide which is right ....and which is an illusion"