All fish are individuals and there are other factors that will impact their behaviour too (such as tank size, order of addition etc) so in some cases you can only gather opinion from experience, weight up the evidence, make your decision and then hope it all works out.
(social acclimatization is important as is the willingness to remove a troublesome fish even if its not the fish you have just added).
I have hands on experience of mystery wrasse bahaviours and can cite the example of when i got it, i was moving tanks around and happened to come across "the" most perfect mystery wrasse, at a time i had candy cane hogfish, these are known to be "incompatible" but i questioned if i was going to accept conventional wisdom of challenge it, i was moving a tank at the time so thought i would take the opportunity to try something, i introduced these 2 in a separate tank set up just for them for a week with close monitoring and they didn't have any issues so after a week of no aggression i put them both in the display at the same time (they lived happily together until the hogfish jumped through the egg crate cover)
This mystery wrasses was a model citizen for ~ 3 years but once it got bigger (3"+) i decided it was time it had a bigger home as it was showing signs of getting slightly more aggressive, a friend of mine wanted it and against my advice and put it in a smaller tank, a few months later he added a shoal of anthias and WW3 broke out - this scenario was very predictable but serves as an example of factors that need to be considered in making a decision.
Everyones experience will be different so you just have to balance things up and go with what you feel.
Regards
Ian