Downlink (DL) Multi-User (MU) Multiple Input Multiple Output (MU-MIMO) is a key technology that allows multiple concurrent data transmissions from an Access Point (AP) to a selected sub-set of clients for higher network efficiency in IEEE 802.11ax. However, DL MU-MIMO feature is typically turned off as the default setting in AP vendors' products, that is, turning on the DL MU-MIMO may not help increase the network efficiency, which is counter-intuitive. In this article, we provide a sufficiently deep understanding of the interplay between the various underlying factors, i.e., CSI overhead and spatial correlation, which result in negative results when turning on the DL MU-MIMO. Furthermore, we provide a fundamental guideline as a function of operational scenarios to address the fundamental question "when the DL MU-MIMO should be turned on/off".