If you shoot RAW, then a lot of settings are not set. You still try to get the image as close to how you like it in camera.
If you're always doing the same editing for sharpness, contrast, brightness, saturation and hue, then for Jpeg it makes sense to get them as close to what you want for most of your images imho.
Try the different Picture Control options, and use whichever is closest to what you want. You can also customise whichever Picture Control you chose is you're still doing the same adjustments to your images.
WB is separate from Picture Controls. WB is adjusting for the different light falling on the subject to adjust the colours for any colour cat from the light source. While Auto White Balance works well most of the time, it can become inconstant when overly large coloured objects are in the scene in one pic, but not another, so if under one type of light, use the appropriate WB.