to advance or not to advance? All depends on the setup, type of manifold (has line fitted of vac advance), any modifications to dissy, modifications to the engine, all effect when you need timing advanced.
Some EFI units control fuel and ignition and some fuel only, or like the unit I have has got both modules separated.
In some cases the vac unit is left connected if it suits the setup. The dissy and manifold are matching and the modifications to the motor allow the curve from the dissy to work well.
But mix and match bits and the vac unit may not curve the dissy at the right time or right amount. A little testing with a timing light and a dyno well tell if all's well. (Costs a few dollars but you can be sore its all ok).