This is especially true on ARO pieces. A Zuyong ML can eat an unlucky crit (or two, in the case of the last game I played), and still be available to be subbed back into the link once the doctor gets them on their feet. A Haidao MSR is, by comparison, enormously more fragile as an ARO despite its visual mods because a single botched save against a DA weapon means it's gone. This is why I generally keep the Haidao MSR around as an attacker to pick off problem pieces if I opt for it instead of a KHD. That said if you take the KHD you're sorta locked into taking a Rui Shi or Lu Duan to deal with problematic visual mods, but that's not really a negative considering the support for your attack rems is so strong.
Yeah, why wouldn't you take either a Rui Shi or Lu Duan, just on general principles? Though I admit I am usually SWC-tight so I'd have to take the Lu Duan.
Daoying HD is so good you might as well start with it, your tHaidao KHD with the Tinbot can protect your rems on reactive, and it can maximize your engineer's effectiveness if you're taking one to repair your HI link if they run into EM. Plus they're just so cheap it's easy to run them as ablative armor for your HI link.