This system preference make the results page zotero friendly. It doesn't change anything in the look of the page and is very useful, i cannot see a good reason to leave the choice to the administrators, it should always be on.
The system preference was added as creating Coins was a performance issue, see here: http://git.koha-community.org/gitweb/?p=koha.git;a=commit;h=c625ff9872116fe09b691f9f4d1a1db3cb6ddd9b
7 years after it could be interesting to benchmark it and see what the difference is today. It's quite possible it still has an impact though.
I just tested it on our site. Can't say it made a huge difference in speed. But, Koha is used in so many different types of libraries, and in different situations, it could be more critical in sites with larger databases and slower connectivity than ours.
It's a really good thing we haven't removed this, there's a bad bug in the OPAC where turning off coins alleviates the problem. It's already on by default but it's really nice to be able to turn it off when we need to.