It will not hurt to have it on while shooting, I just don't like the way it looks. I have a spin jag that I use on my range rod, I load my muzzleloader with it when I am hunting also. If I need a follow up shot in the field, I use the rod supplied with the gun and carried a spin jag with me, if I have time I will use the spin jag, it not I just load the M/L for a quick follow up shot if needed.
Like think that spin jag makes the difference in consistency of loading, at least for me it does.