Should I keep the dutch-mining setting to convert to BTC automatically? Or set to keep "if I find a block" hold Monero and not convert?
It should all depend on your preference, right?
If you consider Bitcoin (BTC) a safe haven for storing value, then you should choose Bitcoin (BTC). However, if you specifically want to hold Monero (XMR), then choose Monero (XMR) without having to automatically convert to Bitcoin (BTC). It's not difficult to choose, because it really should depend on preference.