For me effects can be part of the song
Listen to God Damn of A7X, Syn’s solo’s completely made by some Whammy pedal…
And like Seb said, you hear scratches and noises you don’t if you don’t play with gain
For me, I try to learn songs EXACTLY how they are played first, even which pickup is used. I still struggle with switching quickly but when you do know, after you are ready for battle
So if you use Wah or “live-switching” pedals in your songs, I would advise to practice with ^^