Fail pipeline immediately if any job fails

GitLab allows us to configure the pipeline in such a way that it is immediately stopped (all running jobs cancelled) as soon as one of the jobs fails: https://docs.gitlab.com/ee/ci/yaml/#workflowauto_cancelon_job_failure

Is this something we want to enable? It could free up runners early reducing contention. However, at the same time sometimes it might be desirable to still see the output of multiple jobs.