In general, the "Consider favorable effects due to tension of members" check box is appropriate for every structural system.
The standards include provisions to consider favorable effects with a smaller partial safety factor as an action. However, varying partial safety factors would involve a disproportionate amount of effort.
RFEM and RSTAB provide the option to generally set the tension forces to zero. This approach is on the safe side. To do this, clear the check box.
On the other hand, the standards also refer to actions. Therefore, it would be possible to decide for each action whether it has a favorable or an unfavorable effect. An action that is seen as having a globally unfavorable effect can have a local favorable effect. If the axial forces are to be included in the calculation as unchanged, select the check box.