In my opinion, it highly depends on the following things:
- how many users
- how business critical is the CRM
- how often do you release stuff / how flexible are you in releasing new stuff
- how big is the change that you made?
If you are trying out a plugin wich auto-generates monthly invoices, you for sure want to test it.
If you are just creating a new field, I will also just deploy to PROD.
If you are able to deploy (nearly) daily, it is not a big deal if you can fix stuff rather fast. But if you can only deploy once a month, you better make sure you dont break stuff.
I think you get what I am pointing towards. It is your choice in the end, just take a reasonable approach.
In Germany we would say act "nach Bestem Wissen und Gewissen" (to the best of our knowledge and belief).