I didn't play this game since like v0.24 but I'll start to catch up soon. I have a question to ask - as of latest version, is not missing any event is the "correct" way to play? I know it can be subjective but is there some cases when missing an event is mostly good and/or cases when not missing an event is mostly bad?
Yes and it's not subjective.
You're going to see awful things but it's absolutely the correct way to play and I would highly recommend it.
If you can't
stomach the horror, then do a red save along side it. Makes it way more bearable.
There's no event worth missing at the moment, some debate about an IO event but honestly I'd recommend doing that too.
I've mentioned in prior comments as to how you're kinda gonna do the same stuff anyway whether you like it or not.
Also to note, this is supposed to be the "bad" section of the game, the "good" section comes after the "Dear god wtf" stage that is comingnext (We're a good way off the latter two yet don't worry).