Should we always exclude the 'Not Engaged' Segment?

If you’re focused on improving deliverability metrics, yes. Not engaged profiles have very little predicted engagement if they were to be sent an email. They may still engage with your brand, but it is predicted that an email will not spur any action. Using broad, non Orita segments may pull in Not Engaged profiles. It’s best to exclude them from campaigns outside of a few times per year if your strategy calls for it.