Is there any reason to have data-only hard drives set to Protection "On"?

Hello,

Aside from the hard drive space required, is there any reason to not have all hard drives set with protection "On" (in Windows 7)?

Recently I learned that in order to do a System Restore on a particular drive, the System Protection for that drive must previously have been set to "On".  My system has 4 internal and 2 external hard drives. Is there any downside to having all of them set in the "On" position?

I realize that System Restore does not affect data files and as far as I know, my five non-C: drives contain only data. However, is there anything related to extra drives (eg how data is recorded or stored) which might need to be altered during a System Restore?

Thanks