I have always left it off. My first reason being it's not allowed in MLB and I do try to follow most of the rules. Even if MLB went to allowing trades of picks I'm not sure I'd turn it on. At least not until the league had been doing it long enough to establish how those picks would be valued.
In my game I am happy enough with the trades I see between AI teams, the ones the AI offers to me, and the trades I make as the initiator. Before someone jumps in, yes it can always be improved, the glass is half full, not overflowing. My game is going along nicely "as is", I see no reason to change it.