Genghis
I knew of at least one TP who always used ANR, 'GT' at Dunsfold. His comments on its effectiveness were always appreciated as we sought to get it into operational service.
B and B
I would strongly recommend using ANR as the benefits in, hopefully, preserving your hearing are enormous. The point about not being able to hear when something technical is malfunctioning is IMHO likely incorrect. ANR, by reducing overall noise levels, will probably allow you to hear something that would otherwise be masked especially by prop/blade noise. An American Army helo pilot experienced exactly that. He was flying with ANR on and said he heard a problem with the gearbox that he felt he would have missed without it.