I keep mine loose enough to get my foot out, same as when I rode with slotted cleats nailed into the leather sole of the shoes. As long as I wasn't racing I felt no need to lock in more tightly via the straps. Mostly to avoid doing a rendition of the dreaded Arte Johnson.
(I think I just dated myself twice with this posting, old enough to have used leather sole cycling shoes, and old enough to remember Arte Johnson.)