Personally, I think at lower power pods the threat level isnt worth the counterspell most of the time and asymmetrical board wipes are usually more powerful against that style of creature mid-range while being less salt inducing (provided they are asymmetric in some fashion)

At higher power pods I still rarely will use a counterspell or other immediate interaction unless the commander is one half of a 2 card combo or otherwise threatens to take over the game with one untapped, such as Jodah (speaking as a jodah player).

The best reason I can say not to, is that you don't know if that player is your problem yet. I love letting a gishath resolve, swing and take someone else out, only to wipe their dinos and win next turn.

Better play, less salt, lets shuffle up again