It definitely depends on your end goal. If you need the heat sinking then thermal reliefs will obviously negatively impact that. If you don’t need the heat sinking then include the reliefs to make your life easier. It makes boards harder to assemble by hand for sure, but in production a board is going to be reflowed so the whole board can be heated. I usually try to design for the end product, depending on your needs (few prototypes or larger runs).
You can assemble prototypes with a hot air gun to heat those copper pours up first, and then use an iron on pins. You can also use something like a griddle or actual board preheater to heat the entire board up.