The short answer is "rarely".
The longer answer is when you don't like how accurately it's maintaining the temperature.
While we could go into the Proportional-Integral-Derivative (hence PID) parameters, the essence of applied Calculus, and how they affect the system response that's silly in this application so I ask others wiser than I on advanced mathematics to avoid confusing the issue for others.
In essence, the P,I,D parameters control how quickly the heaters turn on and up as the temperature is dropping and approaches or drops below its set point. If also controls the ramp-down as the system approaches set point, in an attempt to not have the temperature drop too low when dropping or go too high when its heating. Meat loat, type of load and especially things like internal fans affect this.
Practically, if I was a long-term roast smoker and switched to a long-term jerky smoker, I MIGHT re-tune.
I would (and did) re-turn when I added my fan to the system because that significantly affected the heating and heat flow in the unit.
Just my $0.02..