There's nothing wrong with bottoming out--most of us do it!
I do it with MX Blues just because I like the sound and feel.
I can type without bottoming out, but it's not nearly as fun (and I'm slower if I worry about it).
If you do train yourself to not bottom out however, it could be argued that you can type more efficiently and therefore faster, by not depressing the key fully. It's more ergonomic.
But realistically I think there is little difference.