The data is empirical, based on comparative results of some files I've mananged to get my hands on over the years.
I can't argue on MitM, because I haven't worked with traffic and traffic analysis, but when it comes to malicious executables and exploits, it's definitely worth the mitm inconvenience.
Ironically speaking, privacy concerned users are mostly IT-versed which can evade most of malware effects by just being attentive and caucios, while my mother, for example, doesn't care about MitM'ing her traffic, while I do care about her vising some shady sites while watching her beloved internet series.
Bottom line, if you are well versed, you probably can limit yourself to the default windows defender, but when it comes to successful unreleased exploits or a computer/user that is likely to download/run unknown executables some high-end vendor might be faster than other researches