I always schedule them, for two main reasons. One, it gives me some insight into how my team performs if I set them at normal tempo and 0 positioning. So I have some more data on what tempo / positioning I want to use for real games. Two, it lets me see what my new players - freshmen or transfers - actually look like and what kind of mins they're ready for.
Also, I don't see any downside to exhibitions (except the minute chance of an injury).