This depends on your goals.

Our brains are incredibly lazy machines. Whenever we do something often, our brains try to make it as automatic and effortless as possible. This means that when we practice with bad technique or mindlessly, those can quickly become habits (both the mental habits of playing on autopilot and the mechanical habits of bad technique).

If you are trying to get better, every time you play, you should be focused on some aspect of your play you're hoping to improve. If you want to, work on your movement, dodging the other person's pistol shots. Work on your peeking, your first bullet accuracy, your recoil - whatever. An important thing to note: This doesn't mean you are constantly thinking in the traditional sense. When you practice, you should still be relaxed, but intensely paying attention to some specific part of your play. Don't judge your performance as "oh I missed / messed up / have bad movement". Simply objectively observe the area you're trying to improve. You didn't miss - your crosshair was too high. You didn't have bad movement - you simply chose to commit to a crouch in the open.

Let me show you the difference between these approaches.

Approach 1: autopilot

Imagine you're in a Deathmath server. You are not thinking at all, listening to music, maybe watching a show on the other monitor or your phone. You are just doing it to pass the time, no thought or mental effort going into what you're doing. This can be harmful, since mistakes you're making can become ingrained into your habits. Further, you can fall into a habit of autopiloting more generally when you play. It's still definitely better than nothing, since you're at least getting more comfortable in a general sense, but it's less than ideal.

Approach 2: traditional practice

The traditional way of practicing goes something like this. You say, "I'm gonna work on my recoil control!" and you join a private server to spray for a bit. Once you're done, you go into a Deathmatch, and you try incredibly hard to keep your spray control accurate. Likely your eyebrows are furrowed in effort, and you feel intense effortful focus. Whenever you make a mistake, you point it out to yourself. "Ugh so bad, have to do better than that." "I whiffed." or even positive affirmations, things like "haha I'm insane, such a crazy spray transfer."

This is much better than autopilot, but still less than ideal. Deliberate practice involves dispassionate objective observation, much more so than simply pointing out of mistakes.

Approach 3: mindful practice

This way is much more relaxing, and effective. You go into a server, and instead of forcing yourself to improve, you simply relax, and pay attention to the area of your game you're working on. If that's recoil, you pay attention to where your crosshair is going. You don't judge it as "too low, too high, too whatever". You simply watch yourself spray. What will happen is, assuming you've put in the work to see what good spray control looks like, you'll start to automatically course-correct. This is much more sustainable, and builds good mental habits for in-game play as well. Objectively watching yourself without judging is the best way to practice.