'compressed is preferred?', ?
What was stated was 'which 'Image Format' (default 'compressed')', it was not stated as being 'preferred', by myself; unless, you are directing the question at Apple - which, then the obvious answer is 'yes', since it is the default setting.
'.dmg' files are flatten files ('Resource' side contents saved within the 'Data' side), so as to be send able directly via any server (running any Operating System). The 'Image Format' is user definable. Apple chooses to compress the contents, most likely to help transfer the file quicker.
'...or shall i not have it checked in case it cause any problems?' Assuming there is a problem, with a compressed / non-compressed '.dmg' file, how would you resolve it?