The only reason I would disconnect is if I had a slow system which needed all the clock cycles it could get. I have a reasonably beefy machine and have no trouble running Sonar, without glitches, with the firewall and Windows Defender running. This is with very heavy projects containing lots of CPU-hungry synths and effects.
The only people I've ever heard express paranoia about being connected to the internet are music producers. I have no idea why this is. I get that some people like to stay disconnected to minimize performance issues, but look around, there's a whole world of tech and creative pros out there who rely on their systems to run all sorts of complex and powerful software, yet they stay online without issues. In most cases their jobs and businesses rely on it. Personally I like to think that with almost 20 years of internet experience under my belt, I've instinctively learned the do's and don'ts of online security. You can tell just by looking at my desktop, which has remained relatively free of flying toasters and dancing gorillas for at least 15 years