my MKS pedals disengage often when riding without the safety clip. this may have to do with the fact that i am using full old style toe clips and straps. it is annoying and i now always use the safety clips with zero issues. The times a pedal came of were no biggie, it just stayed attached to my foot and didnt send me flying into oncoming traffic or anything, but you never know...
my recommendation would be to use them always. it is worth the minor hassle of removing them to get the pedals off...