Your white balance settings have no impact on the data in your raw file.
As such I don't mess with trying to white balance in camera. Also, my lights are 20,000K, so there is no light color preset (Tungsten, Fluorescent, Daylight, whatever) that matches and provides satisfactory results. If I felt custom white balances delivered as accurate color renditions as shooting RAW and then adjusting the wb myself, I would use custom wbs. But I don't.
IMHO, this is a matter of personal preference. Some people find value in their process trying to wb in camera. I can see if you're also shooting companion jpgs and want those to look as close to what you're seeing as your camera will allow. However, keep in mind that if cameras could properly wb under high color temp lights to start with, many people wouldn't be shooting in RAW to show accurate color in their photos.
Not saying custom white balances don't have their place. They do. And there are lots of people who enjoy using that technique. For me, shooting in RAW, I don't have a need to go there. Explore and see what works for you.