I look at it like this: I enable outs fr. VE Pro according to simultaneous need, ie., stems.
I personally don't need to render stems 'en masse'. Pertaining to "CPU penalty" if you're going to return, eg. 16 stereo outs, well, try and see how your system deals.
And, the Automation map in VE Pro puts it all in one list per instance. I mix that way, and I find Cubase for example is pretty clunky and time-consuming for this. So I mix in VE Pro essentially.
That said, I do render a fair amount, and commit. One maybe two instruments at a time albeit I tend to render the master with convolution reverb at the same time and gauge that to consolidate it later, something I don't waste much if any time with. If you're in a hurry and need massive stems, that's that; but I would recommend weighing actual needs vs some ideal, as it really does cost to run all those outputs.