Nope, you actually want to leave it off... but I don't think it can hurt leaving it on? I've personally always left it off... give it a try and see! LOL
From what I know, this GUI killswitch that's present for each client only works if there's a fatal error that causes the VPN tunnel to go down... but like a dropped connection wouldn't enable that killswitch... which is kinda why KILLMON was created -- ie. to cover all the other bases.
When the VPN goes down, then all the IPs that you have identified as being affected (whether it's a single IP, an IP range, or everything) will be blocked from getting out over the WAN. So when you configure KILLMON, you want to make sure you pick a range that these 12 clients fit in... then these will all be blocked from getting out over the WAN when VPN goes down.