That's slightly over cautious - you must indeed stay out of the ATZ unless you have permission to enter it, but you can enter the MATZ without permission, although it is universally recommended not to go blatting through with the radio turned off "just because you can".
The only time this made a practical difference to me was once when Lakenheath's crap radio and heavily accented radio operator combined to deliver complete incomprehensibility - I could tell he was talking to me, but could only pick out about one word in five. So instead of asking permission to do things in his MATZ, because I wouldn't have been able to understand the response, I ended up telling him what I was going to do. As far as I was concerned this worked - no fast grey pointy things hit me. As far as he was concerned I didn't cause enough chaos for him to feel it necessary to phone the flying club.
If you're talking to the LARS they can give you the QNH for the MATZ, no need to bother about regional pressure setting - I don't suppose I'm the only one who never uses it, I just use QNHs of airfields along my route.