Purely mechanical stuff, not touchable from the outside of the completed device: nothing on the schematic, footprint with pad or PTH.
Anything else, "it depends". Solving that on library level, for me that would be pure luxury, gladly accepted, but not a necessity.
I'll take a symbol and a footprint from the library to make it fit to my whims (separation of protective and signal ground, ESD, EMI and so on) without thinking twice.
Regarding mechanical strength, for internal connections I expect the manufacturer's footprint recommendation to be good enough, for connections to the outside world, I prefer tht connectors anyway. Yes, it would make sense, but for me, the price of at least doubling the library is a bit high.