Without having tested the kk2.1.5 specifically, I tell you my experience based on a mini-quad with a PID of some sort, and PIDs in general:
A good PI settings will make the quad faster and more "determined" at leveling out while avoiding drift (the quad not fully reaching the correct level, just almost). Auto-leveling is particularly useful when you are letting the sticks go during flight. How they influence the quad during handling, I don't know.
That being said, having a badly tuned controller is much better than having none at all. And having a too aggressive controller might make everything go crazy.
Try to adjust the P-part first. The P alone will not be able to compensate for constant disturbances - such as wind - but will determine the overall quickness of the system. The I-part will make sure there is no drift, and that the quad will actually reach the desired level - but also make the stabilizing much more aggressive. Be careful with not setting the I too high initially, as it might overshoot too much, and become unstable. So: P first until you are happy with it, then I. Start low on both and increase.
Good luck!