If your friction sway control bar is in good condition and adjusted properly, you don't have to loosen it.
The exception is due to LENGTH. On really tight turns and maneuvers, some setups run out of length and either stretch it too long or compress too short. :O
The bar can separate in one instance and bend/break in the other.
Most of the time I hear of people loosening or actually removing their sway bars is if they are in this situation (often maneuvering into/out of tight camping spots), but could be extreme roads with sharp corners or significant dips and humps.
Keep in mind many (all?) friction type setups are not progressive friction, meaning they have the same resistance if slid the first inch vs 6 inches.
Does it hurt to use more or less aggressive settings by tightening/loosening the friction bar? I don't see how. But not sure it is necessary in 90% of the situations.
Do what makes your rig perform best ;)