Depends on what airframe you are using.
Thicker fibreglass?, not strictly necessary (if you drill and tap threads into it nicely). BlueTube or Phenolic? - I'd epoxy them in maybe. Wood inserts behind paperboard tubes? - no need if you are using wood screws (not machine bolts).
There ARE downsides to gluing them in - the main being that you won't be able to remove them. And buttons do wear out, so being able to unscrew whatever fastener you use is definitely desireable.
I've been using 8-32 PEM nuts in glass and BlueTube airframes for a while now on most of my HPR rockets. THEY are epoxied in. It's a bit more work to do but definitely the way to go - bomber holding power, easy to mount and/or replace buttons, nice and clean, etc.
For MPR rockets I generally drill/tap glass & BT airframes and screw directly into that (with no epoxy), and I use wood screws for paperboard airframes (with wood blocks inside to screw into.
s6