If you opt out, are you able to proceed? I personally have never seen that on an ICA, but it could be required by your state law. I have seen ICAs where you have to check each section in order to proceed. Not having an arbitration clause places the onus on the shopper to pursue disputes through a lawsuit, which could typically be more costly than arbitration. Usually, the MSC would be required to pay any expenses resulting from arbitration, so they have an incentive to resolve issues before it goes that far.
As to whether you should or should not: that’s something to discuss with an attorney who is knowledgeable about laws in your state. You can find a lot of layman’s opinions, but they don’t mean squat if you ever find yourself in a dispute.