For one thing, you really only gain by trying to be constructive. If, in some logical system without LEM (law of excluded middle), you cannot find a proof of P without using LEM, you still have a result, namely you can prove LEM -> P. You haven't really lost anything! Furthermore, I have often been surprised just how far you can go without LEM. Very often in fact.
Finding constructive proofs can feel very much akin to removing an unnecessary dependency from a codebase. Also, even if ultimately, you do need LEM somewhere it is often possible to factor it into the "right" place in the proof rather than globally just sticking `LEM ->` at the front of the whole proof.
Also, if you care about, first order logic then in fact you should love intuintionistic logic: it is a finer logic that actually contains first order logic: https://en.wikipedia.org/wiki/Double-negation_translation
Lastly, though I have yet to understand this better, constructive proofs seem to be enjoy better computational properties under Curry-Howard.