The rule of thumb is simply, don't bother it, and it won't bother you. I don't bother killing insects unless there's a possibility it can infect us with something. For example ticks, I show no mercy. If I see one on my property or in my home, it's dead.
Exactly right. They could be on your bed while you're asleep.. you roll over onto them or make a movement and bam.. next thing you know you're waking up in excruciating pain. And would suck if you can't find what bit you... if I can't find it and it looks pretty bad (worst than a bee or wasp sting), I'm more than likely going to the hospital.