SHOULD is a requirement. It means that you have to do it unless you know some specific reason that the requirement doesn't apply in your case. "I don't want to" is not a valid excuse, "I don't see a reason to" isn't either.
IIRC this particular rule is a SHOULD because MUAs often send messages without a Message-ID to their submission server, and the submission server adds one if necessary. https://www.rfc-editor.org/rfc/rfc6409.html#section-8.3 The SHOULD lets those messages be valid. Low-entropy devices that can't generate a good random ID are rare these days, but old devices remain in service, so the workaround is IMO justified.
IIRC this particular rule is a SHOULD because MUAs often send messages without a Message-ID to their submission server, and the submission server adds one if necessary. https://www.rfc-editor.org/rfc/rfc6409.html#section-8.3 The SHOULD lets those messages be valid. Low-entropy devices that can't generate a good random ID are rare these days, but old devices remain in service, so the workaround is IMO justified.